+27.8%
POET vs FTV
+89.3%
-61.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +17.0% | -0.4% | +17.4% | +17.2% |
| 30D | -6.7% | -8.3% | +1.6% | -3.3% |
| 3M | -32.3% | -7.4% | -24.9% | -30.7% |
| 6M | +32.3% | -1.2% | +33.5% | +30.2% |
| YTD | +31.3% | +2.7% | +28.6% | +25.2% |
| 1Y | +55.3% | +18.4% | +36.9% | +38.0% |
| 3Y | +136.8% | -2.0% | +138.8% | +128.6% |
| 5Y | -2.2% | +3.4% | -5.6% | -9.9% |
| 10Y | +34.0% | +78.5% | -44.5% | +29.7% |
| All | +27.8% | +89.3% | -61.5% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling