+277.1%
POET vs FIVE
+868.1%
-591.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.1% | +2.9% | +7.2% |
| 7D | +5.6% | +4.3% | +1.3% | +4.9% |
| 30D | -2.1% | +12.5% | -14.6% | -4.1% |
| 3M | -48.8% | +31.2% | -80.1% | -51.2% |
| 6M | +15.8% | +14.4% | +1.4% | +12.5% |
| YTD | +25.1% | +33.9% | -8.8% | +18.5% |
| 1Y | +50.6% | +65.1% | -14.5% | +38.0% |
| 3Y | +107.9% | +49.0% | +58.9% | +83.5% |
| 5Y | -11.0% | +30.3% | -41.3% | -22.1% |
| 10Y | +25.7% | +481.1% | -455.4% | -7.3% |
| All | +277.1% | +868.1% | -591.0% | +181.6% |
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 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