-9.5%
POET vs VSXY
+33.4%
-43.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.1% | -1.9% | -4.6% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | -11.5% | -22.1% | +10.5% | -8.8% |
| 3M | -30.8% | -1.1% | -29.6% | -31.0% |
| 6M | +8.6% | +53.8% | -45.3% | +0.3% |
| YTD | +20.1% | +35.5% | -15.4% | +12.7% |
| 1Y | +35.7% | +186.0% | -150.3% | +15.2% |
| 3Y | +116.5% | +343.2% | -226.7% | +77.8% |
| 5Y | -8.4% | +19.0% | -27.4% | -23.2% |
| All | -9.5% | +33.4% | -43.0% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling