+541.4%
FICO vs POET
+133.2%
+408.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | +0.1% | -12.2% | +12.2% | +0.3% |
| 3M | -35.2% | -42.4% | +7.3% | -34.4% |
| 6M | -32.4% | -64.3% | +31.9% | -31.2% |
| YTD | -57.4% | -19.0% | -38.4% | -59.2% |
| 1Y | -58.5% | +9.1% | -67.7% | -61.1% |
| 3Y | -28.9% | +297.7% | -326.5% | -42.1% |
| 5Y | +91.7% | -38.2% | +129.9% | +69.4% |
| All | +541.4% | +133.2% | +408.2% | +398.2% |
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 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