+136.8%
POET vs FIVE
+59.0%
+77.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | +17.0% | +3.7% | +13.4% | +16.1% |
| 30D | -6.7% | +4.0% | -10.7% | -7.7% |
| 3M | -32.3% | +36.2% | -68.6% | -36.9% |
| 6M | +32.3% | +18.0% | +14.3% | +26.4% |
| YTD | +31.3% | +34.9% | -3.6% | +22.1% |
| 1Y | +55.3% | +67.9% | -12.6% | +38.5% |
| 3Y | +136.8% | +57.3% | +79.4% | +48.6% |
| All | +136.8% | +59.0% | +77.7% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling