-25.6%
EFX vs POET
+56.2%
-81.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.0% | -14.4% | -6.1% |
| 7D | -8.6% | +5.6% | -14.2% | -8.4% |
| 30D | +0.1% | -2.1% | +2.2% | +0.1% |
| 3M | +3.8% | -48.8% | +52.7% | +3.3% |
| 6M | -13.5% | +15.8% | -29.3% | -13.5% |
| YTD | -17.7% | +25.1% | -42.8% | -17.9% |
| 1Y | -25.6% | +50.6% | -76.1% | -18.7% |
| All | -25.6% | +56.2% | -81.8% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling