-22.6%
FPS vs POET
-9.5%
-13.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.2% | -16.3% |
| 7D | -23.3% | -16.4% | -6.9% | -19.7% |
| 30D | -42.4% | -37.5% | -4.9% | -35.5% |
| 3M | -43.0% | -43.1% | 0.0% | -35.0% |
| 6M | -44.5% | -31.4% | -13.1% | -36.5% |
| All | -22.6% | -9.5% | -13.2% | -35.1% |
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