+28.2%
POET vs EXEL
+375.2%
-347.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.0% |
| 7D | +0.4% | -4.9% | +5.3% | +1.3% |
| 30D | -10.4% | +11.4% | -21.8% | -12.4% |
| 3M | -29.3% | +4.9% | -34.2% | -30.2% |
| 6M | +6.9% | +34.4% | -27.6% | +1.0% |
| YTD | +25.6% | +28.0% | -2.4% | +19.7% |
| 1Y | +49.2% | +43.6% | +5.5% | +38.8% |
| 3Y | +128.4% | +155.2% | -26.8% | +91.4% |
| 5Y | -4.2% | +181.2% | -185.4% | -21.8% |
| All | +28.2% | +375.2% | -347.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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