-26.1%
ELF vs POET
+122.2%
-148.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.3% | -3.9% |
| 7D | -6.8% | +9.7% | -16.5% | -7.2% |
| 30D | +5.1% | -6.5% | +11.6% | +5.3% |
| 3M | +79.8% | -25.7% | +105.5% | +81.2% |
| 6M | +29.7% | +19.6% | +10.1% | +23.4% |
| YTD | +31.6% | +26.4% | +5.2% | +24.1% |
| 1Y | -27.9% | +50.1% | -78.0% | -32.8% |
| All | -26.1% | +122.2% | -148.3% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling