+42.6%
POET vs FDS
-26.3%
+68.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.8% | +0.8% | -6.6% |
| 7D | +3.7% | -16.0% | +19.7% | -1.2% |
| 30D | -11.5% | -6.7% | -4.8% | -13.0% |
| 3M | -30.8% | +6.0% | -36.7% | -28.7% |
| 6M | +8.6% | +25.1% | -16.5% | +16.4% |
| YTD | +20.1% | -8.1% | +28.2% | +28.0% |
| All | +42.6% | -26.3% | +68.9% | +59.4% |
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