-59.8%
POET vs FIVE
+12.4%
-72.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.1% | +11.3% | +10.7% |
| 7D | +14.5% | -0.5% | +15.1% | +14.9% |
| 30D | -12.8% | +17.4% | -30.2% | -18.1% |
| 3M | -34.9% | +7.0% | -42.0% | -36.7% |
| 6M | -59.8% | +20.5% | -80.2% | -62.1% |
| All | -59.8% | +12.4% | -72.2% | -62.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling