-1.9%
POET vs XPO
+261.3%
-263.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +0.4% | -5.7% | +6.0% | +2.4% |
| 30D | -10.4% | -12.8% | +2.4% | -5.8% |
| 3M | -29.3% | -20.0% | -9.4% | -23.6% |
| 6M | +6.9% | -6.0% | +12.9% | +10.7% |
| YTD | +25.6% | +34.0% | -8.5% | +17.6% |
| 1Y | +49.2% | +35.6% | +13.6% | +39.4% |
| 3Y | +128.4% | +152.3% | -23.8% | +73.9% |
| All | -1.9% | +261.3% | -263.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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