-56.4%
FICO vs POET
-21.9%
-34.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -3.6% |
| 7D | +0.4% | -16.4% | +16.8% | -1.0% |
| 30D | +1.7% | -37.5% | +39.2% | -1.9% |
| 3M | -33.0% | -43.1% | +10.0% | -35.4% |
| 6M | -33.9% | -31.4% | -2.5% | -33.6% |
| YTD | -58.5% | -22.9% | -35.6% | -56.8% |
| 1Y | -56.4% | -18.0% | -38.4% | -54.2% |
| All | -56.4% | -21.9% | -34.4% | -54.2% |
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 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