-8.4%
POET vs FTV
-3.0%
-5.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.2% |
| 7D | +3.7% | -5.2% | +8.9% | +5.5% |
| 30D | -11.5% | -11.5% | 0.0% | -7.9% |
| 3M | -30.8% | -9.0% | -21.7% | -28.9% |
| 6M | +8.6% | -2.0% | +10.6% | +6.9% |
| YTD | +20.1% | -0.9% | +21.0% | +16.3% |
| 1Y | +35.7% | +14.8% | +20.9% | +22.7% |
| 3Y | +116.5% | -5.5% | +122.0% | +109.0% |
| 5Y | -8.4% | -1.9% | -6.6% | -13.7% |
| All | -8.4% | -3.0% | -5.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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