+1,311.2%
FERG vs POET
+245.7%
+1,065.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.6% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | -8.9% | -10.4% | +1.5% | -8.7% |
| 3M | -2.0% | -29.3% | +27.3% | -1.6% |
| 6M | -3.2% | +6.9% | -10.0% | -4.6% |
| YTD | +1.5% | +25.6% | -24.1% | -0.4% |
| 1Y | +0.5% | +49.2% | -48.7% | -2.0% |
| 3Y | +50.4% | +128.4% | -78.0% | +43.6% |
| 5Y | +68.7% | -4.2% | +72.9% | +61.5% |
| 10Y | +351.3% | +30.3% | +321.0% | +327.2% |
| All | +1,311.2% | +245.7% | +1,065.5% | +1,266.2% |
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