-20.0%
POET vs BNS
+362.0%
-382.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | +9.7% | -1.3% | +11.0% | +10.3% |
| 30D | -6.5% | +4.0% | -10.6% | -8.2% |
| 3M | -25.7% | +13.8% | -39.5% | -30.0% |
| 6M | +19.6% | +32.7% | -13.1% | +5.1% |
| YTD | +26.4% | +27.6% | -1.2% | +13.1% |
| 1Y | +50.1% | +47.4% | +2.7% | +25.4% |
| 3Y | +127.9% | +129.0% | -1.1% | +56.3% |
| 5Y | -5.9% | +92.7% | -98.6% | -30.7% |
| 10Y | +31.1% | +182.1% | -150.9% | -17.4% |
| All | -20.0% | +362.0% | -382.0% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling