+91.0%
FICO vs POET
-35.7%
+126.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.6% |
| 7D | +1.4% | +22.3% | -20.9% | +1.5% |
| 30D | -0.8% | -17.6% | +16.8% | -0.8% |
| 3M | -31.3% | -41.3% | +10.0% | -31.4% |
| 6M | -33.9% | -62.1% | +28.1% | -33.8% |
| YTD | -57.6% | -17.7% | -39.9% | -58.5% |
| 1Y | -59.7% | +3.2% | -62.8% | -60.9% |
| 3Y | -28.0% | +294.7% | -322.7% | -35.1% |
| 5Y | +91.0% | -37.2% | +128.2% | +84.2% |
| All | +91.0% | -35.7% | +126.6% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling