+23.0%
FFIV vs POET
+40.7%
-17.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.6% | -1.3% | +3.0% |
| 7D | +5.4% | +0.4% | +5.1% | +5.4% |
| 30D | -2.7% | -10.4% | +7.7% | -2.1% |
| 3M | +4.5% | -29.3% | +33.9% | +5.9% |
| 6M | +42.2% | +6.9% | +35.3% | +32.9% |
| YTD | +61.3% | +25.6% | +35.7% | +46.6% |
| 1Y | +23.0% | +49.2% | -26.1% | +12.7% |
| All | +23.0% | +40.7% | -17.7% | +12.7% |
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