-49.3%
POET vs EXPD
+428.2%
-477.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.0% | -2.3% | +21.3% | +19.6% |
| 7D | -2.5% | -7.2% | +4.7% | -0.4% |
| 30D | -31.7% | -3.3% | -28.4% | -31.0% |
| 3M | -40.6% | +3.4% | -44.0% | -41.0% |
| 6M | -47.8% | +22.7% | -70.5% | -50.7% |
| YTD | -19.9% | +24.5% | -44.4% | -25.0% |
| 1Y | -4.7% | +38.6% | -43.3% | -13.1% |
| 3Y | +275.6% | +71.5% | +204.1% | +219.2% |
| 5Y | -38.2% | +56.2% | -94.4% | -47.2% |
| 10Y | +111.2% | +310.5% | -199.2% | +38.2% |
| All | -49.3% | +428.2% | -477.5% | -70.5% |
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