+650.2%
ECL vs POET
-20.0%
+670.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -2.1% |
| 7D | -2.7% | +9.7% | -12.5% | -2.9% |
| 30D | -4.3% | -6.5% | +2.3% | -4.2% |
| 3M | +3.2% | -25.7% | +28.9% | +3.5% |
| 6M | -2.9% | +19.6% | -22.5% | -4.3% |
| YTD | +4.3% | +26.4% | -22.1% | +2.6% |
| 1Y | +1.6% | +50.1% | -48.4% | -0.6% |
| 3Y | +54.3% | +127.9% | -73.7% | +47.2% |
| 5Y | +26.5% | -5.9% | +32.4% | +21.3% |
| 10Y | +155.6% | +31.1% | +124.4% | +140.1% |
| All | +650.2% | -20.0% | +670.2% | +651.7% |
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