+39.2%
EXC vs POET
-20.0%
+59.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | -0.5% |
| 7D | +0.3% | +9.7% | -9.4% | +0.1% |
| 30D | -0.9% | -6.5% | +5.7% | -0.8% |
| 3M | -2.7% | -25.7% | +23.0% | -2.3% |
| 6M | -9.4% | +19.6% | -29.0% | -11.3% |
| YTD | +3.0% | +26.4% | -23.3% | +0.6% |
| 1Y | +5.1% | +50.1% | -45.0% | +1.7% |
| 3Y | +20.6% | +127.9% | -107.3% | +11.8% |
| 5Y | +45.7% | -5.9% | +51.6% | +36.5% |
| 10Y | +160.8% | +31.1% | +129.7% | +132.9% |
| All | +39.2% | -20.0% | +59.2% | +10.2% |
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