-35.6%
ELAN vs POET
+174.1%
-209.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.1% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | +4.7% | -10.4% | +15.1% | +5.2% |
| 3M | -3.7% | -29.3% | +25.7% | -2.4% |
| 6M | -1.2% | +6.9% | -8.0% | -5.8% |
| YTD | +2.4% | +25.6% | -23.2% | -3.9% |
| 1Y | +23.4% | +49.2% | -25.8% | +12.7% |
| 3Y | +96.7% | +128.4% | -31.8% | +61.8% |
| 5Y | -30.6% | -4.2% | -26.4% | -40.3% |
| All | -35.6% | +174.1% | -209.8% | -56.6% |
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 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