+143.0%
POET vs ES
+92.3%
+50.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +8.9% | +10.0% |
| 7D | +14.5% | +0.1% | +14.4% | +14.3% |
| 30D | -12.8% | +6.7% | -19.5% | -14.2% |
| 3M | -34.9% | +0.3% | -35.3% | -35.2% |
| 6M | -59.8% | +7.4% | -67.2% | -60.8% |
| YTD | -11.7% | +8.4% | -20.1% | -14.6% |
| 1Y | +5.7% | +0.6% | +5.0% | +3.8% |
| 3Y | +323.5% | +50.6% | +272.9% | +271.6% |
| 5Y | -31.0% | +4.8% | -35.8% | -34.5% |
| 10Y | +143.0% | +93.1% | +49.9% | +68.2% |
| All | +143.0% | +92.3% | +50.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling