+128.4%
POET vs EFV
+90.2%
+38.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +2.4% |
| 7D | +0.4% | -0.8% | +1.2% | +2.1% |
| 30D | -10.4% | +0.6% | -11.0% | -11.4% |
| 3M | -29.3% | +7.5% | -36.9% | -38.5% |
| 6M | +6.9% | +13.0% | -6.2% | -13.4% |
| YTD | +25.6% | +18.3% | +7.3% | -7.5% |
| 1Y | +49.2% | +26.7% | +22.4% | -3.7% |
| 3Y | +128.4% | +89.6% | +38.9% | -17.3% |
| All | +128.4% | +90.2% | +38.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling