-37.2%
FICO vs POET
+43.4%
-80.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -2.6% |
| 7D | -14.1% | +3.7% | -17.8% | -13.8% |
| 30D | -7.5% | -11.5% | +4.1% | -7.9% |
| 3M | -21.3% | -30.8% | +9.5% | -21.3% |
| 6M | -25.2% | +8.6% | -33.8% | -22.8% |
| YTD | -43.2% | +20.1% | -63.2% | -41.4% |
| 1Y | -37.2% | +35.7% | -72.9% | -33.8% |
| All | -37.2% | +43.4% | -80.6% | -33.8% |
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 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