+22.6%
POET vs FDS
+66.9%
-44.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.8% | +0.8% | -3.9% |
| 7D | +3.7% | -16.0% | +19.7% | +7.0% |
| 30D | -11.5% | -6.7% | -4.8% | -10.7% |
| 3M | -30.8% | +6.0% | -36.7% | -32.9% |
| 6M | +8.6% | +25.1% | -16.5% | -0.9% |
| YTD | +20.1% | -8.1% | +28.2% | +19.7% |
| 1Y | +35.7% | -26.0% | +61.7% | +44.5% |
| 3Y | +116.5% | -36.4% | +152.9% | +140.3% |
| 5Y | -8.4% | -27.7% | +19.3% | -4.0% |
| All | +22.6% | +66.9% | -44.3% | +19.6% |
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