+148.0%
FFIV vs POET
+111.1%
+36.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -1.3% |
| 7D | +1.6% | +3.7% | -2.1% | +1.4% |
| 30D | -3.7% | -11.5% | +7.8% | -3.3% |
| 3M | +2.0% | -30.8% | +32.8% | +3.1% |
| 6M | +39.3% | +8.6% | +30.7% | +34.8% |
| YTD | +56.1% | +20.1% | +36.0% | +50.0% |
| 1Y | +22.0% | +35.7% | -13.7% | +16.3% |
| All | +148.0% | +111.1% | +36.9% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling