+1,237.6%
FFIV vs POET
-20.0%
+1,257.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.7% | +7.6% | +4.0% |
| 7D | +3.5% | +9.7% | -6.3% | +3.2% |
| 30D | -1.3% | -6.5% | +5.2% | -1.2% |
| 3M | +2.4% | -25.7% | +28.1% | +2.9% |
| 6M | +41.8% | +19.6% | +22.2% | +38.8% |
| YTD | +58.5% | +26.4% | +32.1% | +54.6% |
| 1Y | +24.3% | +50.1% | -25.7% | +20.3% |
| 3Y | +152.0% | +127.9% | +24.1% | +135.2% |
| 5Y | +99.1% | -5.9% | +105.0% | +87.5% |
| 10Y | +242.8% | +31.1% | +211.6% | +211.4% |
| All | +1,237.6% | -20.0% | +1,257.6% | +1,105.7% |
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 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