+28.2%
POET vs BBWI
-55.0%
+83.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +3.7% |
| 7D | +0.4% | -4.8% | +5.2% | +1.0% |
| 30D | -10.4% | +3.5% | -13.9% | -11.0% |
| 3M | -29.3% | -0.3% | -29.0% | -29.8% |
| 6M | +6.9% | -5.4% | +12.2% | +7.2% |
| YTD | +25.6% | -4.7% | +30.3% | +25.5% |
| 1Y | +49.2% | -30.5% | +79.6% | +54.5% |
| 3Y | +128.4% | -44.3% | +172.8% | +139.0% |
| 5Y | -4.2% | -66.9% | +62.7% | +3.3% |
| All | +28.2% | -55.0% | +83.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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