-0.4%
POET vs BURL
-9.4%
+9.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.3% |
| 7D | +9.6% | +7.7% | +1.9% | +6.7% |
| 30D | -24.5% | -7.1% | -17.4% | -22.2% |
| 3M | -41.0% | -30.3% | -10.7% | -33.2% |
| 6M | -52.0% | -15.5% | -36.4% | -51.3% |
| YTD | -16.9% | -11.0% | -5.9% | -15.6% |
| All | -0.4% | -9.4% | +9.1% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling