+223.4%
BAC vs POET
-20.0%
+243.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +0.5% |
| 7D | +0.6% | +9.7% | -9.1% | +0.4% |
| 30D | -1.4% | -6.5% | +5.2% | -1.2% |
| 3M | +15.7% | -25.7% | +41.5% | +16.3% |
| 6M | +32.2% | +19.6% | +12.6% | +28.6% |
| YTD | +15.8% | +26.4% | -10.6% | +12.2% |
| 1Y | +27.3% | +50.1% | -22.8% | +21.9% |
| 3Y | +137.5% | +127.9% | +9.5% | +116.9% |
| 5Y | +73.1% | -5.9% | +78.9% | +60.0% |
| 10Y | +397.7% | +31.1% | +366.6% | +339.5% |
| All | +223.4% | -20.0% | +243.4% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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