+31.1%
POET vs FIVE
+486.0%
-454.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.2% |
| 7D | +9.7% | +1.7% | +8.1% | +9.4% |
| 30D | -6.5% | +5.0% | -11.5% | -7.6% |
| 3M | -25.7% | +29.5% | -55.2% | -29.7% |
| 6M | +19.6% | +12.4% | +7.2% | +15.8% |
| YTD | +26.4% | +31.2% | -4.8% | +18.8% |
| 1Y | +50.1% | +72.9% | -22.8% | +33.9% |
| 3Y | +127.9% | +53.0% | +74.9% | +94.7% |
| 5Y | -5.9% | +34.2% | -40.0% | -20.7% |
| 10Y | +31.1% | +497.6% | -466.5% | +0.6% |
| All | +31.1% | +486.0% | -454.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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