+113.0%
FICO vs POET
-4.8%
+117.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.7% | +9.1% | +5.3% |
| 7D | -10.6% | +9.7% | -20.3% | -10.6% |
| 30D | -6.3% | -6.5% | +0.2% | -6.3% |
| 3M | -19.7% | -25.7% | +6.0% | -19.5% |
| 6M | -31.8% | +19.6% | -51.4% | -32.9% |
| YTD | -41.8% | +26.4% | -68.2% | -43.0% |
| 1Y | -36.4% | +50.1% | -86.5% | -38.5% |
| 3Y | +9.3% | +127.9% | -118.6% | +1.5% |
| 5Y | +113.0% | -5.9% | +118.9% | +94.5% |
| All | +113.0% | -4.8% | +117.8% | +94.5% |
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