+1,374.1%
FAST vs POET
-48.7%
+1,422.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +4.2% | +1.2% | +3.0% | +4.1% |
| 30D | +6.7% | -12.2% | +18.8% | +6.8% |
| 3M | +8.0% | -42.4% | +50.5% | +8.9% |
| 6M | +27.4% | -64.3% | +91.7% | +28.9% |
| YTD | +40.5% | -19.0% | +59.5% | +38.7% |
| 1Y | +38.4% | +9.1% | +29.2% | +35.6% |
| 3Y | +98.7% | +297.7% | -199.0% | +86.4% |
| 5Y | +106.7% | -38.2% | +144.9% | +98.0% |
| 10Y | +545.1% | +123.0% | +422.0% | +495.3% |
| All | +1,374.1% | -48.7% | +1,422.8% | +1,562.8% |
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