-29.3%
EW vs POET
-6.5%
-22.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.6% | -7.4% | -2.9% |
| 7D | -6.2% | +0.4% | -6.5% | -6.2% |
| 30D | -9.3% | -10.4% | +1.0% | -9.1% |
| 3M | -1.6% | -29.3% | +27.7% | -1.1% |
| 6M | -0.8% | +6.9% | -7.7% | -3.5% |
| YTD | -1.0% | +25.6% | -26.6% | -4.4% |
| 1Y | +8.2% | +49.2% | -41.0% | +3.0% |
| 3Y | +12.7% | +128.4% | -115.8% | +3.9% |
| All | -29.3% | -6.5% | -22.8% | -32.5% |
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