-7.8%
PODD vs ESTC
+18.0%
-25.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.4% | -6.4% |
| 7D | -2.1% | -11.5% | +9.4% | -0.6% |
| 30D | +9.0% | -7.5% | +16.6% | +9.9% |
| 3M | +5.2% | +23.1% | -17.9% | +1.8% |
| 6M | -3.2% | +75.3% | -78.4% | -10.5% |
| YTD | -48.5% | +14.1% | -62.6% | -50.2% |
| 1Y | -54.7% | -0.6% | -54.1% | -55.6% |
| 3Y | -7.8% | +20.8% | -28.6% | -11.5% |
| All | -7.8% | +18.0% | -25.8% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling