+50.1%
POET vs FIVE
+64.7%
-14.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.3% |
| 7D | +9.7% | +1.7% | +8.1% | +9.0% |
| 30D | -6.5% | +5.0% | -11.5% | -9.2% |
| 3M | -25.7% | +29.5% | -55.2% | -34.9% |
| 6M | +19.6% | +12.4% | +7.2% | +8.2% |
| YTD | +26.4% | +31.2% | -4.8% | -1.0% |
| 1Y | +50.1% | +72.9% | -22.8% | +1.8% |
| All | +50.1% | +64.7% | -14.7% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling