-5.4%
POET vs VSXY
+37.5%
-42.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -10.4% | -18.7% | +8.3% | -8.1% |
| 3M | -29.3% | -4.0% | -25.4% | -29.3% |
| 6M | +6.9% | +67.5% | -60.6% | -2.3% |
| YTD | +25.6% | +39.7% | -14.1% | +17.5% |
| 1Y | +49.2% | +180.0% | -130.8% | +27.0% |
| 3Y | +128.4% | +337.3% | -208.8% | +87.4% |
| 5Y | -4.2% | +22.7% | -26.9% | -20.0% |
| All | -5.4% | +37.5% | -42.9% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling