+110.0%
FE vs POET
+30.3%
+79.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.3% |
| 7D | -1.4% | +0.4% | -1.7% | -1.4% |
| 30D | -1.9% | -10.4% | +8.5% | -1.7% |
| 3M | -0.2% | -29.3% | +29.2% | +0.2% |
| 6M | -7.1% | +6.9% | -13.9% | -8.8% |
| YTD | +6.1% | +25.6% | -19.5% | +3.6% |
| 1Y | +10.1% | +49.2% | -39.1% | +6.4% |
| 3Y | +46.9% | +128.4% | -81.6% | +35.4% |
| 5Y | +50.0% | -4.2% | +54.2% | +40.2% |
| All | +110.0% | +30.3% | +79.7% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling