+44.4%
PODD vs ESTC
+23.7%
+20.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.5% |
| 7D | -6.9% | -3.3% | -3.5% | -6.1% |
| 30D | -3.5% | +13.4% | -16.9% | -7.2% |
| 3M | -13.6% | +41.3% | -54.9% | -21.6% |
| 6M | -42.6% | +62.6% | -105.2% | -50.1% |
| YTD | -51.5% | +14.8% | -66.2% | -54.4% |
| 1Y | -60.9% | -5.1% | -55.9% | -61.8% |
| 3Y | -19.8% | +11.2% | -30.9% | -31.9% |
| 5Y | -54.4% | -47.0% | -7.4% | -55.1% |
| All | +44.4% | +23.7% | +20.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling