+8.1%
FPS vs POET
+46.9%
-38.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.6% | +0.8% |
| 7D | +3.1% | +5.6% | -2.5% | +1.9% |
| 30D | -18.6% | -2.1% | -16.4% | -18.2% |
| 3M | -51.5% | -48.8% | -2.6% | -46.8% |
| 6M | -8.5% | +15.8% | -24.3% | -21.1% |
| All | +8.1% | +46.9% | -38.8% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling