+209.6%
ESI vs POET
+89.3%
+120.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.3% |
| 6M | +5.8% | +6.9% | -1.0% | +1.0% |
| YTD | +38.3% | +25.6% | +12.7% | +30.0% |
| 1Y | +31.5% | +49.2% | -17.6% | +20.8% |
| 3Y | +80.7% | +128.4% | -47.8% | +50.0% |
| 5Y | +69.4% | -4.2% | +73.6% | +44.9% |
| 10Y | +303.8% | +30.3% | +273.5% | +205.6% |
| All | +209.6% | +89.3% | +120.3% | +135.6% |
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 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