+20.6%
POET vs USFR
+27.6%
-7.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -11.5% | +0.3% | -11.8% | -11.7% |
| 3M | -30.8% | +1.0% | -31.7% | -31.1% |
| 6M | +8.6% | +1.9% | +6.6% | +7.4% |
| YTD | +20.1% | +2.7% | +17.4% | +18.2% |
| 1Y | +35.7% | +4.0% | +31.7% | +32.5% |
| 3Y | +116.5% | +14.1% | +102.5% | +99.3% |
| 5Y | -8.4% | +20.5% | -28.9% | -18.8% |
| 10Y | +24.6% | +28.0% | -3.4% | +4.9% |
| All | +20.6% | +27.6% | -7.0% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling