-44.1%
POET vs EXPD
+456.7%
-500.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.9% | +7.4% | +9.5% |
| 7D | +14.5% | -1.6% | +16.1% | +15.2% |
| 30D | -12.8% | +0.6% | -13.4% | -12.8% |
| 3M | -34.9% | +9.8% | -44.7% | -36.5% |
| 6M | -59.8% | +25.8% | -85.5% | -62.3% |
| YTD | -11.7% | +31.3% | -43.0% | -18.4% |
| 1Y | +5.7% | +40.9% | -35.3% | -4.1% |
| 3Y | +323.5% | +74.7% | +248.8% | +258.2% |
| 5Y | -31.0% | +62.9% | -93.8% | -41.7% |
| 10Y | +143.0% | +334.3% | -191.3% | +56.7% |
| All | -44.1% | +456.7% | -500.8% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling