+28.7%
FE vs POET
-16.9%
+45.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.8% |
| 7D | +0.6% | +17.0% | -16.4% | +0.3% |
| 30D | -2.1% | -6.7% | +4.6% | -2.1% |
| 3M | +2.6% | -32.3% | +35.0% | +3.1% |
| 6M | -6.8% | +32.3% | -39.1% | -8.8% |
| YTD | +6.9% | +31.3% | -24.4% | +4.4% |
| 1Y | +11.6% | +55.3% | -43.8% | +8.1% |
| 3Y | +47.7% | +136.8% | -89.0% | +37.7% |
| 5Y | +46.2% | -2.2% | +48.4% | +37.6% |
| 10Y | +109.2% | +34.0% | +75.1% | +88.1% |
| All | +28.7% | -16.9% | +45.6% | +4.5% |
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 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