+25.8%
BIL vs POET
-24.0%
+49.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | 0.0% |
| 7D | +0.1% | +3.7% | -3.6% | +0.1% |
| 30D | +0.3% | -11.5% | +11.8% | +0.3% |
| 3M | +0.9% | -30.8% | +31.7% | +0.9% |
| 6M | +1.8% | +8.6% | -6.8% | +1.8% |
| YTD | +2.5% | +20.1% | -17.6% | +2.5% |
| 1Y | +3.7% | +35.7% | -32.0% | +3.7% |
| 3Y | +14.1% | +116.5% | -102.4% | +14.1% |
| 5Y | +19.4% | -8.4% | +27.9% | +19.4% |
| 10Y | +25.2% | +24.6% | +0.6% | +25.2% |
| All | +25.8% | -24.0% | +49.8% | +25.5% |
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