-33.1%
EL vs POET
+120.8%
-153.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.5% |
| 7D | -6.5% | +0.4% | -6.9% | -6.5% |
| 30D | +11.1% | -10.4% | +21.5% | +11.5% |
| 3M | +10.7% | -29.3% | +40.0% | +11.8% |
| 6M | +6.9% | +6.9% | 0.0% | +2.6% |
| YTD | -6.3% | +25.6% | -31.9% | -11.1% |
| 1Y | +13.5% | +49.2% | -35.7% | +6.6% |
| 3Y | -33.1% | +128.4% | -161.5% | -44.1% |
| All | -33.1% | +120.8% | -153.9% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling