-27.0%
ETHA vs POET
+148.4%
-175.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.5% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +35.3% | -10.4% | +45.7% | +37.1% |
| 3M | +50.9% | -29.3% | +80.2% | +56.7% |
| 6M | +22.1% | +6.9% | +15.3% | +3.9% |
| YTD | -14.6% | +25.6% | -40.2% | -30.4% |
| 1Y | -42.8% | +49.2% | -91.9% | -55.9% |
| All | -27.0% | +148.4% | -175.4% | -55.6% |
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