+1,555.1%
EW vs POET
-24.0%
+1,579.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.0% | +5.7% | +0.8% |
| 7D | -3.4% | +3.7% | -7.0% | -3.5% |
| 30D | -7.4% | -11.5% | +4.2% | -7.1% |
| 3M | +0.9% | -30.8% | +31.7% | +1.5% |
| 6M | +1.2% | +8.6% | -7.4% | -1.1% |
| YTD | +1.8% | +20.1% | -18.3% | -0.9% |
| 1Y | +10.8% | +35.7% | -24.9% | +6.9% |
| 3Y | +17.1% | +116.5% | -99.4% | +8.1% |
| 5Y | -28.2% | -8.4% | -19.8% | -33.0% |
| 10Y | +127.1% | +24.6% | +102.6% | +101.9% |
| All | +1,555.1% | -24.0% | +1,579.1% | +1,280.5% |
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 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