+194.4%
POET vs ESTC
+19.1%
+175.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +0.4% | -9.2% | +9.5% | +2.4% |
| 30D | -10.4% | +8.1% | -18.4% | -13.0% |
| 3M | -29.3% | +38.5% | -67.8% | -35.0% |
| 6M | +6.9% | +57.8% | -50.9% | -5.6% |
| YTD | +25.6% | +10.5% | +15.1% | +18.8% |
| 1Y | +49.2% | -6.4% | +55.5% | +45.5% |
| 3Y | +128.4% | +4.7% | +123.8% | +113.3% |
| 5Y | -4.2% | -47.8% | +43.6% | -5.3% |
| All | +194.4% | +19.1% | +175.3% | +148.2% |
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