-18.0%
POET vs EFV
+25.8%
-43.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.3% | -10.5% |
| 7D | -16.4% | +2.9% | -19.3% | -21.7% |
| 30D | -37.5% | +3.6% | -41.1% | -42.3% |
| 3M | -43.1% | -0.1% | -42.9% | -42.9% |
| 6M | -31.4% | +9.6% | -41.0% | -41.9% |
| YTD | -22.9% | +17.0% | -39.9% | -46.3% |
| 1Y | -18.0% | +25.7% | -43.6% | -48.2% |
| All | -18.0% | +25.8% | -43.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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