+493.5%
EFX vs POET
-20.5%
+514.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.5% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | -6.1% | -10.4% | +4.3% | -6.0% |
| 3M | +6.2% | -29.3% | +35.5% | +6.6% |
| 6M | -11.2% | +6.9% | -18.1% | -12.8% |
| YTD | -21.4% | +25.6% | -47.0% | -23.2% |
| 1Y | -34.3% | +49.2% | -83.5% | -36.3% |
| 3Y | -12.5% | +128.4% | -141.0% | -17.9% |
| 5Y | -35.6% | -4.2% | -31.3% | -39.0% |
| 10Y | +41.8% | +30.3% | +11.5% | +30.7% |
| All | +493.5% | -20.5% | +514.0% | +410.3% |
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