-8.6%
EWZ vs POET
-20.8%
+12.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.8% | -1.0% |
| 7D | +6.5% | +5.6% | +0.9% | +6.3% |
| 30D | +4.8% | -2.1% | +6.9% | +4.8% |
| 3M | +9.9% | -48.8% | +58.7% | +11.9% |
| 6M | +1.9% | +15.8% | -13.8% | -1.2% |
| YTD | +20.3% | +25.1% | -4.8% | +15.9% |
| 1Y | +35.6% | +50.6% | -15.0% | +28.8% |
| 3Y | +43.4% | +107.9% | -64.4% | +28.5% |
| 5Y | +55.9% | -11.0% | +67.0% | +41.8% |
| 10Y | +84.2% | +25.7% | +58.4% | +55.5% |
| All | -8.6% | -20.8% | +12.2% | -29.3% |
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