+118.4%
POET vs USFR
+14.1%
+104.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -4.7% |
| 7D | +3.7% | +0.1% | +3.6% | +4.7% |
| 30D | -11.5% | +0.3% | -11.8% | -7.7% |
| 3M | -30.8% | +1.0% | -31.7% | -21.9% |
| 6M | +8.6% | +1.9% | +6.6% | +32.1% |
| YTD | +20.1% | +2.7% | +17.4% | +51.2% |
| 1Y | +35.7% | +4.0% | +31.7% | +79.8% |
| All | +118.4% | +14.1% | +104.3% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling