+28.2%
POET vs BNS
+188.9%
-160.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.2% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | -10.4% | +3.5% | -13.8% | -12.4% |
| 3M | -29.3% | +14.1% | -43.4% | -35.4% |
| 6M | +6.9% | +33.8% | -26.9% | -12.3% |
| YTD | +25.6% | +29.5% | -3.9% | +5.4% |
| 1Y | +49.2% | +48.4% | +0.8% | +13.9% |
| 3Y | +128.4% | +129.6% | -1.2% | +31.0% |
| 5Y | -4.2% | +96.1% | -100.3% | -40.0% |
| All | +28.2% | +188.9% | -160.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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