-35.3%
FICO vs POET
+29.8%
-65.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +8.0% | -24.7% | -16.0% |
| 7D | -19.2% | +5.6% | -24.8% | -18.7% |
| 30D | -14.6% | -2.1% | -12.5% | -14.4% |
| 3M | -20.1% | -48.8% | +28.7% | -21.1% |
| All | -35.3% | +29.8% | -65.1% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling