+4,155.8%
FICO vs POET
-20.8%
+4,176.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +8.0% | -24.7% | -16.9% |
| 7D | -19.2% | +5.6% | -24.8% | -19.3% |
| 30D | -14.6% | -2.1% | -12.5% | -14.6% |
| 3M | -20.1% | -48.8% | +28.7% | -19.0% |
| 6M | -36.3% | +15.8% | -52.1% | -38.5% |
| YTD | -44.9% | +25.1% | -70.0% | -47.1% |
| 1Y | -38.6% | +50.6% | -89.2% | -41.9% |
| 3Y | +4.0% | +107.9% | -103.9% | -7.3% |
| 5Y | +99.5% | -11.0% | +110.5% | +80.4% |
| 10Y | +604.7% | +25.7% | +579.0% | +492.4% |
| All | +4,155.8% | -20.8% | +4,176.6% | +3,759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling