+696.6%
NSC vs POET
-16.9%
+713.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.6% |
| 7D | -1.5% | +17.0% | -18.6% | -1.8% |
| 30D | -1.9% | -6.7% | +4.8% | -1.8% |
| 3M | +6.2% | -32.3% | +38.6% | +6.8% |
| 6M | +9.2% | +32.3% | -23.1% | +6.7% |
| YTD | +15.0% | +31.3% | -16.3% | +12.2% |
| 1Y | +21.1% | +55.3% | -34.2% | +17.0% |
| 3Y | +78.6% | +136.8% | -58.2% | +65.9% |
| 5Y | +45.9% | -2.2% | +48.1% | +36.8% |
| 10Y | +326.9% | +34.0% | +292.8% | +285.0% |
| All | +696.6% | -16.9% | +713.5% | +643.4% |
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