-2.2%
POET vs ES
-2.9%
+0.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | +17.0% | +1.4% | +15.6% | +16.9% |
| 30D | -6.7% | -1.2% | -5.6% | -6.7% |
| 3M | -32.3% | +5.0% | -37.3% | -32.9% |
| 6M | +32.3% | -2.8% | +35.1% | +32.5% |
| YTD | +31.3% | +8.6% | +22.7% | +28.8% |
| 1Y | +55.3% | +18.9% | +36.4% | +50.0% |
| 3Y | +136.8% | +32.1% | +104.6% | +125.5% |
| 5Y | -2.2% | -5.1% | +2.8% | -12.0% |
| All | -2.2% | -2.9% | +0.6% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling