-5.9%
POET vs ESTC
-46.4%
+40.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.3% |
| 7D | +9.7% | -3.3% | +13.1% | +10.3% |
| 30D | -6.5% | +13.4% | -20.0% | -10.4% |
| 3M | -25.7% | +41.3% | -67.1% | -32.5% |
| 6M | +19.6% | +62.6% | -43.0% | +3.9% |
| YTD | +26.4% | +14.8% | +11.6% | +18.0% |
| 1Y | +50.1% | -5.1% | +55.1% | +45.9% |
| 3Y | +127.9% | +11.2% | +116.8% | +109.6% |
| 5Y | -5.9% | -47.0% | +41.1% | -12.7% |
| All | -5.9% | -46.4% | +40.5% | -12.7% |
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