+648.3%
FICO vs POET
+30.3%
+618.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +2.4% |
| 7D | +5.7% | +0.4% | +5.3% | +5.7% |
| 30D | -5.6% | -10.4% | +4.7% | -5.4% |
| 3M | -16.9% | -29.3% | +12.5% | -16.3% |
| 6M | -15.4% | +6.9% | -22.3% | -18.7% |
| YTD | -41.7% | +25.6% | -67.3% | -44.7% |
| 1Y | -38.3% | +49.2% | -87.4% | -42.6% |
| 3Y | +8.9% | +128.4% | -119.6% | -7.3% |
| 5Y | +118.3% | -4.2% | +122.5% | +90.7% |
| All | +648.3% | +30.3% | +618.0% | +471.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling