-18.0%
ELF vs POET
+56.2%
-74.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +1.6% |
| 7D | +5.4% | +5.6% | -0.2% | +5.0% |
| 30D | +27.0% | -2.1% | +29.1% | +27.0% |
| 3M | +113.2% | -48.8% | +162.0% | +119.6% |
| 6M | +36.6% | +15.8% | +20.8% | +20.9% |
| YTD | +44.2% | +25.1% | +19.1% | +23.1% |
| 1Y | -18.0% | +50.6% | -68.6% | -29.9% |
| All | -18.0% | +56.2% | -74.2% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling