+9.7%
FPS vs POET
+47.5%
-37.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.6% | +4.4% | +8.0% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | -16.9% | -10.4% | -6.5% | -14.9% |
| 3M | -45.3% | -29.3% | -16.0% | -42.5% |
| 6M | -10.3% | +6.9% | -17.2% | -19.0% |
| All | +9.7% | +47.5% | -37.8% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling