-1.5%
BAX vs POET
-20.5%
+19.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -1.6% |
| 7D | -7.9% | +0.4% | -8.2% | -7.9% |
| 30D | -11.7% | -10.4% | -1.3% | -11.5% |
| 3M | +16.2% | -29.3% | +45.5% | +16.6% |
| 6M | +32.0% | +6.9% | +25.1% | +30.3% |
| YTD | +24.7% | +25.6% | -0.9% | +22.7% |
| 1Y | -2.6% | +49.2% | -51.8% | -4.7% |
| 3Y | -35.0% | +128.4% | -163.4% | -37.8% |
| 5Y | -67.6% | -4.2% | -63.3% | -68.9% |
| 10Y | -38.4% | +30.3% | -68.8% | -42.2% |
| All | -1.5% | -20.5% | +19.0% | -6.4% |
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