-83.1%
FRMI vs POET
+43.8%
-126.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +1.0% |
| 7D | +7.4% | +0.4% | +7.0% | +7.4% |
| 30D | -27.6% | -10.4% | -17.3% | -25.8% |
| 3M | -20.9% | -29.3% | +8.5% | -16.4% |
| 6M | -36.6% | +6.9% | -43.5% | -45.8% |
| YTD | -31.3% | +25.6% | -56.8% | -45.7% |
| All | -83.1% | +43.8% | -126.9% | -86.4% |
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 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