+126.5%
POET vs BURL
+244.4%
-117.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.7% | -5.1% | -6.4% |
| 7D | +22.3% | +0.4% | +21.9% | +22.2% |
| 30D | -17.6% | -4.3% | -13.2% | -16.8% |
| 3M | -41.3% | -28.8% | -12.5% | -36.3% |
| 6M | -62.1% | -12.8% | -49.2% | -61.1% |
| YTD | -17.7% | -12.8% | -4.9% | -15.4% |
| 1Y | +3.2% | -12.3% | +15.4% | +5.5% |
| 3Y | +294.7% | +92.7% | +202.0% | +232.7% |
| 5Y | -37.2% | -6.5% | -30.7% | -40.0% |
| All | +126.5% | +244.4% | -117.9% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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