+90.0%
POET vs ESTC
+25.9%
+64.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +1.2% | +2.4% | -1.2% | +0.7% |
| 30D | -12.2% | -4.2% | -7.9% | -11.0% |
| 3M | -42.4% | +2.5% | -44.9% | -43.1% |
| 6M | -64.3% | +81.5% | -145.8% | -69.0% |
| YTD | -19.0% | +16.8% | -35.8% | -23.9% |
| 1Y | +9.1% | -3.5% | +12.6% | +6.7% |
| 3Y | +297.7% | +17.7% | +280.0% | +264.6% |
| 5Y | -38.2% | -51.7% | +13.6% | -37.7% |
| All | +90.0% | +25.9% | +64.1% | +58.9% |
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