-20.8%
POET vs FDS
+511.2%
-532.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.5% | +11.6% | +8.9% |
| 7D | +5.6% | -1.9% | +7.5% | +6.0% |
| 30D | -2.1% | +9.0% | -11.1% | -4.4% |
| 3M | -48.8% | +18.9% | -67.7% | -51.9% |
| 6M | +15.8% | +35.1% | -19.3% | +3.3% |
| YTD | +25.1% | +5.5% | +19.6% | +19.3% |
| 1Y | +50.6% | -16.8% | +67.4% | +53.4% |
| 3Y | +107.9% | -28.1% | +135.9% | +120.0% |
| 5Y | -11.0% | -17.4% | +6.4% | -10.7% |
| 10Y | +25.7% | +85.4% | -59.7% | -2.9% |
| All | -20.8% | +511.2% | -532.0% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling