-9.0%
POET vs BURL
-11.0%
+2.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.6% | +5.4% | +7.6% |
| 7D | +5.6% | -2.8% | +8.4% | +6.1% |
| 30D | -2.1% | -28.2% | +26.1% | +3.8% |
| 3M | -48.8% | -17.6% | -31.2% | -47.2% |
| 6M | +15.8% | -11.8% | +27.6% | +17.9% |
| YTD | +25.1% | -8.1% | +33.3% | +26.7% |
| 1Y | +50.6% | -12.0% | +62.5% | +52.7% |
| 3Y | +107.9% | +63.3% | +44.6% | +104.4% |
| All | -9.0% | -11.0% | +2.0% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling