-53.0%
PODD vs ESTC
-47.2%
-5.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.8% |
| 7D | -4.1% | -4.3% | +0.2% | -3.3% |
| 30D | +0.8% | +17.7% | -16.9% | -3.2% |
| 3M | -6.1% | +42.3% | -48.4% | -13.5% |
| 6M | -40.0% | +64.6% | -104.5% | -46.8% |
| YTD | -49.9% | +17.2% | -67.1% | -52.7% |
| 1Y | -59.3% | -4.2% | -55.1% | -60.1% |
| 3Y | -17.2% | +13.5% | -30.8% | -28.6% |
| 5Y | -53.0% | -45.5% | -7.5% | -54.4% |
| All | -53.0% | -47.2% | -5.8% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling