-20.8%
POET vs EXPD
+440.2%
-461.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.2% | +7.8% |
| 7D | +5.6% | -1.1% | +6.7% | +5.9% |
| 30D | -2.1% | +4.1% | -6.2% | -3.1% |
| 3M | -48.8% | +17.9% | -66.7% | -51.1% |
| 6M | +15.8% | +29.2% | -13.4% | +7.8% |
| YTD | +25.1% | +27.4% | -2.2% | +16.4% |
| 1Y | +50.6% | +56.8% | -6.3% | +32.2% |
| 3Y | +107.9% | +68.0% | +39.8% | +76.9% |
| 5Y | -11.0% | +61.9% | -72.9% | -25.0% |
| 10Y | +25.7% | +316.0% | -290.3% | -18.2% |
| All | -20.8% | +440.2% | -461.0% | -54.3% |
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 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