+265.7%
ELF vs POET
+28.2%
+237.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +1.0% |
| 7D | -11.6% | +0.4% | -12.0% | -11.7% |
| 30D | +4.6% | -10.4% | +15.0% | +5.0% |
| 3M | +59.7% | -29.3% | +89.0% | +61.2% |
| 6M | +21.2% | +6.9% | +14.4% | +17.2% |
| YTD | +27.4% | +25.6% | +1.9% | +21.8% |
| 1Y | -29.8% | +49.2% | -79.0% | -33.6% |
| 3Y | -28.5% | +128.4% | -156.9% | -35.9% |
| 5Y | +220.0% | -4.2% | +224.3% | +191.6% |
| All | +265.7% | +28.2% | +237.5% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling