-1.9%
POET vs FND
-63.3%
+61.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.4% |
| 7D | +0.4% | -5.8% | +6.1% | +1.7% |
| 30D | -10.4% | -20.2% | +9.8% | -5.6% |
| 3M | -29.3% | -12.0% | -17.4% | -27.8% |
| 6M | +6.9% | -18.5% | +25.4% | +10.9% |
| YTD | +25.6% | -22.3% | +47.8% | +31.3% |
| 1Y | +49.2% | -47.6% | +96.8% | +70.1% |
| 3Y | +128.4% | -49.8% | +178.2% | +159.0% |
| All | -1.9% | -63.3% | +61.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling