+123.0%
POET vs FDS
+127.7%
-4.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +1.2% | +1.5% | -0.3% | +1.0% |
| 30D | -12.2% | +14.8% | -27.0% | -14.6% |
| 3M | -42.4% | +16.3% | -58.7% | -44.4% |
| 6M | -64.3% | +66.2% | -130.5% | -69.1% |
| YTD | -19.0% | +16.2% | -35.2% | -23.0% |
| 1Y | +9.1% | +21.8% | -12.7% | +1.7% |
| 3Y | +297.7% | -23.9% | +321.6% | +331.2% |
| 5Y | -38.2% | -23.1% | -15.1% | -34.4% |
| All | +123.0% | +127.7% | -4.6% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling