-1.9%
POET vs USFR
+20.6%
-22.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +5.0% |
| 7D | +0.4% | +0.1% | +0.2% | +1.2% |
| 30D | -10.4% | +0.4% | -10.7% | -8.5% |
| 3M | -29.3% | +1.0% | -30.4% | -25.0% |
| 6M | +6.9% | +2.0% | +4.9% | +16.8% |
| YTD | +25.6% | +2.8% | +22.8% | +39.2% |
| 1Y | +49.2% | +4.1% | +45.1% | +68.4% |
| 3Y | +128.4% | +14.1% | +114.3% | +180.2% |
| All | -1.9% | +20.6% | -22.4% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling