+50.6%
POET vs ESTC
+7.3%
+43.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.5% | +12.5% | +8.4% |
| 7D | +5.6% | -8.1% | +13.7% | +6.2% |
| 30D | -2.1% | +31.7% | -33.8% | -5.8% |
| 3M | -48.8% | +41.1% | -89.9% | -51.0% |
| 6M | +15.8% | +77.1% | -61.3% | +7.9% |
| YTD | +25.1% | +21.7% | +3.4% | +19.6% |
| 1Y | +50.6% | +8.4% | +42.2% | +47.6% |
| All | +50.6% | +7.3% | +43.3% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling