+178.9%
POET vs BOXX
+18.5%
+160.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.1% |
| 30D | -10.4% | +0.3% | -10.7% | -12.0% |
| 3M | -29.3% | +1.0% | -30.4% | -34.6% |
| 6M | +6.9% | +1.9% | +4.9% | -8.7% |
| YTD | +25.6% | +2.7% | +22.9% | +3.9% |
| 1Y | +49.2% | +4.0% | +45.1% | +17.1% |
| 3Y | +128.4% | +14.7% | +113.8% | -32.2% |
| All | +178.9% | +18.5% | +160.5% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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