+459.4%
ED vs POET
-20.0%
+479.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.7% |
| 7D | -0.2% | +9.7% | -9.9% | -0.2% |
| 30D | +1.9% | -6.5% | +8.5% | +2.0% |
| 3M | +1.9% | -25.7% | +27.6% | +1.9% |
| 6M | -2.3% | +19.6% | -21.8% | -2.8% |
| YTD | +10.9% | +26.4% | -15.5% | +10.2% |
| 1Y | +14.5% | +50.1% | -35.6% | +13.5% |
| 3Y | +33.4% | +127.9% | -94.5% | +30.5% |
| 5Y | +67.3% | -5.9% | +73.2% | +64.1% |
| 10Y | +110.7% | +31.1% | +79.5% | +103.2% |
| All | +459.4% | -20.0% | +479.4% | +413.1% |
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