+195.1%
FN vs POET
-40.4%
+235.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.6% | -1.1% | -4.2% |
| 7D | -4.1% | -0.4% | -3.7% | -3.8% |
| 30D | -28.3% | -27.3% | -1.1% | -24.9% |
| 3M | -33.9% | -40.8% | +6.9% | -28.7% |
| 6M | -43.9% | -53.7% | +9.8% | -38.5% |
| YTD | -23.4% | -19.9% | -3.5% | -23.8% |
| 1Y | -25.4% | -4.0% | -21.4% | -27.2% |
| 3Y | +107.9% | +284.1% | -176.2% | +80.9% |
| 5Y | +195.1% | -37.4% | +232.5% | +185.2% |
| All | +195.1% | -40.4% | +235.4% | +185.2% |
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