+260.3%
POET vs ES
+42.6%
+217.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +9.6% | -0.1% | +9.7% | +9.4% |
| 30D | -24.5% | +5.7% | -30.3% | -25.0% |
| 3M | -41.0% | -2.8% | -38.2% | -40.8% |
| 6M | -52.0% | +7.0% | -58.9% | -52.9% |
| YTD | -16.9% | +6.8% | -23.7% | -19.3% |
| 1Y | -2.4% | -0.5% | -1.9% | -3.7% |
| 3Y | +260.3% | +47.2% | +213.1% | +122.9% |
| All | +260.3% | +42.6% | +217.7% | +122.9% |
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