+313.8%
ELF vs POET
+27.7%
+286.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.0% | -5.9% | +1.8% |
| 7D | +5.4% | +5.6% | -0.2% | +5.1% |
| 30D | +27.0% | -2.1% | +29.1% | +27.0% |
| 3M | +113.2% | -48.8% | +162.0% | +117.5% |
| 6M | +36.6% | +15.8% | +20.8% | +31.5% |
| YTD | +44.2% | +25.1% | +19.1% | +37.9% |
| 1Y | -18.0% | +50.6% | -68.6% | -22.4% |
| 3Y | -19.9% | +107.9% | -127.8% | -28.0% |
| 5Y | +257.7% | -11.0% | +268.7% | +226.8% |
| All | +313.8% | +27.7% | +286.1% | +236.8% |
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