+32.9%
F vs POET
+122.2%
-89.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -3.8% |
| 7D | -4.9% | +9.7% | -14.6% | -5.2% |
| 30D | -2.9% | -6.5% | +3.7% | -2.7% |
| 3M | -9.1% | -25.7% | +16.7% | -8.4% |
| 6M | +12.9% | +19.6% | -6.6% | +9.7% |
| YTD | +6.1% | +26.4% | -20.3% | +2.5% |
| 1Y | +22.5% | +50.1% | -27.6% | +16.7% |
| All | +32.9% | +122.2% | -89.3% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling