+436.1%
EL vs POET
-20.0%
+456.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.9% | -2.8% |
| 7D | -2.4% | +9.7% | -12.1% | -2.6% |
| 30D | +13.7% | -6.5% | +20.2% | +13.8% |
| 3M | +14.5% | -25.7% | +40.2% | +15.1% |
| 6M | +7.4% | +19.6% | -12.2% | +4.7% |
| YTD | -4.7% | +26.4% | -31.1% | -7.4% |
| 1Y | +12.9% | +50.1% | -37.2% | +8.8% |
| 3Y | -32.2% | +127.9% | -160.2% | -37.2% |
| 5Y | -68.4% | -5.9% | -62.5% | -70.4% |
| 10Y | +28.3% | +31.1% | -2.9% | +15.0% |
| All | +436.1% | -20.0% | +456.1% | +370.1% |
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