+129.9%
POET vs ESTC
+11.0%
+118.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.1% |
| 7D | +9.7% | -3.3% | +13.1% | +10.5% |
| 30D | -6.5% | +13.4% | -20.0% | -12.4% |
| 3M | -25.7% | +41.3% | -67.1% | -35.7% |
| 6M | +19.6% | +62.6% | -43.0% | -3.6% |
| YTD | +26.4% | +14.8% | +11.6% | +14.4% |
| 1Y | +50.1% | -5.1% | +55.1% | +45.2% |
| All | +129.9% | +11.0% | +118.9% | +76.3% |
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