+225.6%
FANG vs POET
-6.5%
+232.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.4% |
| 7D | +2.9% | +0.4% | +2.5% | +2.9% |
| 30D | +2.6% | -10.4% | +13.0% | +2.9% |
| 3M | +7.6% | -29.3% | +36.9% | +8.4% |
| 6M | +17.3% | +6.9% | +10.5% | +13.6% |
| YTD | +38.7% | +25.6% | +13.1% | +32.8% |
| 1Y | +51.6% | +49.2% | +2.5% | +42.9% |
| 3Y | +50.0% | +128.4% | -78.5% | +35.1% |
| All | +225.6% | -6.5% | +232.1% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling