-18.0%
POET vs FDS
+31.1%
-49.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -3.1% |
| 7D | -16.4% | +9.4% | -25.9% | -13.4% |
| 30D | -37.5% | +23.8% | -61.3% | -32.5% |
| 3M | -43.1% | +25.1% | -68.2% | -37.8% |
| 6M | -31.4% | +53.8% | -85.1% | -17.3% |
| YTD | -22.9% | +19.6% | -42.5% | -8.7% |
| 1Y | -18.0% | +31.6% | -49.6% | -7.0% |
| All | -18.0% | +31.1% | -49.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling