+205.8%
FTI vs POET
-20.5%
+226.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.8% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | +1.5% | -10.4% | +11.9% | +1.9% |
| 3M | +8.2% | -29.3% | +37.5% | +9.4% |
| 6M | +18.8% | +6.9% | +12.0% | +14.1% |
| YTD | +71.7% | +25.6% | +46.1% | +63.1% |
| 1Y | +90.0% | +49.2% | +40.9% | +77.2% |
| 3Y | +270.5% | +128.4% | +142.0% | +219.7% |
| 5Y | +1,084.5% | -4.2% | +1,088.8% | +943.3% |
| 10Y | +302.9% | +30.3% | +272.6% | +226.6% |
| All | +205.8% | -20.5% | +226.3% | +104.6% |
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