+51.1%
FE vs POET
-6.5%
+57.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | -0.2% | -29.3% | +29.2% | 0.0% |
| 6M | -7.1% | +6.9% | -13.9% | -7.9% |
| YTD | +6.1% | +25.6% | -19.5% | +4.9% |
| 1Y | +10.1% | +49.2% | -39.1% | +8.3% |
| 3Y | +46.9% | +128.4% | -81.6% | +40.9% |
| All | +51.1% | -6.5% | +57.5% | +45.4% |
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