-20.0%
POET vs FLR
-32.3%
+12.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.6% | -3.1% |
| 7D | +9.7% | -3.1% | +12.9% | +10.4% |
| 30D | -6.5% | +4.9% | -11.5% | -7.5% |
| 3M | -25.7% | +10.8% | -36.5% | -27.2% |
| 6M | +19.6% | +19.7% | -0.1% | +13.7% |
| YTD | +26.4% | +38.4% | -12.0% | +16.7% |
| 1Y | +50.1% | +34.7% | +15.4% | +40.2% |
| 3Y | +127.9% | +56.7% | +71.3% | +105.0% |
| 5Y | -5.9% | +241.6% | -247.5% | -26.9% |
| 10Y | +31.1% | +20.2% | +10.9% | -5.8% |
| All | -20.0% | -32.3% | +12.3% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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