+193.3%
POET vs ESTC
+31.2%
+162.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.5% | +12.5% | +9.0% |
| 7D | +5.6% | -8.1% | +13.7% | +7.3% |
| 30D | -2.1% | +31.7% | -33.8% | -8.8% |
| 3M | -48.8% | +41.1% | -89.9% | -52.9% |
| 6M | +15.8% | +77.1% | -61.3% | -0.2% |
| YTD | +25.1% | +21.7% | +3.4% | +16.0% |
| 1Y | +50.6% | +8.4% | +42.2% | +42.4% |
| 3Y | +107.9% | +23.6% | +84.3% | +88.3% |
| 5Y | -11.0% | -46.5% | +35.5% | -12.6% |
| All | +193.3% | +31.2% | +162.2% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling