+68.6%
ESI vs POET
-6.5%
+75.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.2% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -10.5% | -10.4% | -0.1% | -9.9% |
| 3M | -19.8% | -29.3% | +9.5% | -18.4% |
| 6M | +5.8% | +6.9% | -1.0% | +1.4% |
| YTD | +38.3% | +25.6% | +12.7% | +30.6% |
| 1Y | +31.5% | +49.2% | -17.6% | +21.9% |
| 3Y | +80.7% | +128.4% | -47.8% | +59.0% |
| All | +68.6% | -6.5% | +75.0% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling