+126.5%
POET vs EXPD
+336.9%
-210.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -7.0% |
| 7D | +22.3% | +3.6% | +18.7% | +21.0% |
| 30D | -17.6% | +0.3% | -17.8% | -17.5% |
| 3M | -41.3% | +6.1% | -47.3% | -42.1% |
| 6M | -62.1% | +27.4% | -89.4% | -64.6% |
| YTD | -17.7% | +32.0% | -49.7% | -24.4% |
| 1Y | +3.2% | +40.5% | -37.4% | -6.7% |
| 3Y | +294.7% | +75.7% | +219.0% | +231.0% |
| 5Y | -37.2% | +61.7% | -98.9% | -46.9% |
| All | +126.5% | +336.9% | -210.4% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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