+120.4%
POET vs BURL
+252.7%
-132.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.0% | -1.6% | +20.6% | +19.4% |
| 7D | -2.5% | +4.1% | -6.6% | -3.6% |
| 30D | -31.7% | -9.5% | -22.2% | -30.1% |
| 3M | -40.6% | -33.5% | -7.0% | -34.5% |
| 6M | -47.8% | -22.1% | -25.7% | -45.2% |
| YTD | -19.9% | -14.6% | -5.3% | -17.3% |
| 1Y | -4.7% | -8.4% | +3.7% | -3.7% |
| 3Y | +275.6% | +86.6% | +189.0% | +219.1% |
| 5Y | -38.2% | -17.2% | -21.0% | -38.8% |
| All | +120.4% | +252.7% | -132.2% | +65.5% |
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