-24.0%
POET vs EFV
+164.3%
-188.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | +3.7% | -2.0% | +5.7% | +4.8% |
| 30D | -11.5% | -0.2% | -11.3% | -11.4% |
| 3M | -30.8% | +9.1% | -39.9% | -33.8% |
| 6M | +8.6% | +11.7% | -3.1% | +3.8% |
| YTD | +20.1% | +17.0% | +3.0% | +12.2% |
| 1Y | +35.7% | +26.7% | +9.0% | +21.9% |
| 3Y | +116.5% | +90.2% | +26.4% | +63.7% |
| 5Y | -8.4% | +96.1% | -104.5% | -31.9% |
| 10Y | +24.6% | +164.5% | -139.9% | -17.3% |
| All | -24.0% | +164.3% | -188.3% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling