+167.6%
EWJ vs POET
-20.5%
+188.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +2.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +0.8% | -10.4% | +11.2% | +1.0% |
| 3M | +7.5% | -29.3% | +36.8% | +8.1% |
| 6M | +15.6% | +6.9% | +8.7% | +13.7% |
| YTD | +22.7% | +25.6% | -2.9% | +20.1% |
| 1Y | +26.4% | +49.2% | -22.7% | +22.8% |
| 3Y | +72.5% | +128.4% | -55.9% | +62.2% |
| 5Y | +52.4% | -4.2% | +56.7% | +44.3% |
| 10Y | +143.8% | +30.3% | +113.5% | +123.6% |
| All | +167.6% | -20.5% | +188.1% | +154.5% |
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