+129.9%
POET vs ES
+30.3%
+99.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.3% | -3.7% |
| 7D | +9.7% | 0.0% | +9.7% | +9.7% |
| 30D | -6.5% | -1.0% | -5.5% | -6.5% |
| 3M | -25.7% | +1.5% | -27.2% | -26.1% |
| 6M | +19.6% | -3.5% | +23.1% | +19.9% |
| YTD | +26.4% | +7.0% | +19.4% | +24.0% |
| 1Y | +50.1% | +15.3% | +34.8% | +45.2% |
| All | +129.9% | +30.3% | +99.6% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling