+148.1%
POET vs FIVE
+848.8%
-700.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.4% | -5.4% | -6.5% |
| 7D | +22.3% | +2.4% | +19.9% | +21.8% |
| 30D | -17.6% | +15.8% | -33.4% | -19.7% |
| 3M | -41.3% | +3.8% | -45.0% | -41.8% |
| 6M | -62.1% | +18.5% | -80.6% | -63.3% |
| YTD | -17.7% | +31.2% | -48.9% | -21.9% |
| 1Y | +3.2% | +61.8% | -58.6% | -5.2% |
| 3Y | +294.7% | +39.9% | +254.8% | +252.3% |
| 5Y | -37.2% | +18.3% | -55.5% | -44.1% |
| 10Y | +126.5% | +510.0% | -383.4% | +66.9% |
| All | +148.1% | +848.8% | -700.7% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling