+36.6%
FFIV vs POET
-21.9%
+58.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.2% |
| 7D | -9.8% | -16.4% | +6.6% | -8.9% |
| 30D | -28.1% | -37.5% | +9.4% | -26.4% |
| 3M | -20.0% | -43.1% | +23.0% | -17.9% |
| 6M | -0.1% | -31.4% | +31.3% | +0.6% |
| YTD | +29.2% | -22.9% | +52.1% | +23.9% |
| 1Y | +36.6% | -18.0% | +54.6% | +30.1% |
| All | +36.6% | -21.9% | +58.5% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling