-16.9%
POET vs VIG
+571.4%
-588.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.6% |
| 7D | +17.0% | -0.4% | +17.4% | +17.4% |
| 30D | -6.7% | -2.1% | -4.6% | -5.2% |
| 3M | -32.3% | +3.3% | -35.7% | -34.0% |
| 6M | +32.3% | +9.3% | +23.0% | +25.3% |
| YTD | +31.3% | +10.1% | +21.1% | +23.8% |
| 1Y | +55.3% | +14.7% | +40.6% | +43.3% |
| 3Y | +136.8% | +56.9% | +79.8% | +81.1% |
| 5Y | -2.2% | +62.9% | -65.2% | -27.6% |
| 10Y | +34.0% | +241.3% | -207.3% | -33.5% |
| All | -16.9% | +571.4% | -588.3% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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