+129.9%
POET vs FDS
-32.7%
+162.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -4.0% |
| 7D | +9.7% | -8.8% | +18.5% | +8.9% |
| 30D | -6.5% | -1.4% | -5.2% | -6.6% |
| 3M | -25.7% | +13.9% | -39.6% | -25.3% |
| 6M | +19.6% | +27.4% | -7.8% | +19.7% |
| YTD | +26.4% | -2.5% | +28.8% | +34.2% |
| 1Y | +50.1% | -23.8% | +73.9% | +73.3% |
| All | +129.9% | -32.7% | +162.6% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling