+56.3%
PODD vs ESTC
+27.2%
+29.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | -4.4% | +5.8% | -10.1% | -5.7% |
| 30D | +8.1% | -5.6% | +13.7% | +9.2% |
| 3M | +2.9% | +15.4% | -12.5% | -2.0% |
| 6M | -5.7% | +77.8% | -83.5% | -20.0% |
| YTD | -47.5% | +18.1% | -65.5% | -51.2% |
| 1Y | -55.7% | -3.7% | -52.0% | -56.9% |
| 3Y | -3.7% | +16.9% | -20.6% | -19.5% |
| 5Y | -52.6% | -51.2% | -1.3% | -52.1% |
| All | +56.3% | +27.2% | +29.1% | -0.6% |
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