+161.5%
EFA vs POET
-20.5%
+182.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -1.7% | -10.4% | +8.7% | -1.4% |
| 3M | +3.5% | -29.3% | +32.8% | +4.1% |
| 6M | +9.5% | +6.9% | +2.6% | +7.4% |
| YTD | +12.9% | +25.6% | -12.7% | +10.1% |
| 1Y | +18.2% | +49.2% | -31.0% | +14.3% |
| 3Y | +64.8% | +128.4% | -63.6% | +53.3% |
| 5Y | +53.9% | -4.2% | +58.1% | +44.4% |
| 10Y | +144.8% | +30.3% | +114.4% | +120.4% |
| All | +161.5% | -20.5% | +182.0% | +131.1% |
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