-68.5%
EL vs POET
-6.5%
-62.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 3M | +10.7% | -29.3% | +40.0% | +11.9% |
| 6M | +6.9% | +6.9% | 0.0% | +2.3% |
| YTD | -6.3% | +25.6% | -31.9% | -11.4% |
| 1Y | +13.5% | +49.2% | -35.7% | +5.9% |
| 3Y | -33.1% | +128.4% | -161.5% | -40.5% |
| All | -68.5% | -6.5% | -62.0% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling