-30.6%
VRSK vs POET
+56.2%
-86.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.0% | -10.6% | -2.2% |
| 7D | -3.1% | +5.6% | -8.7% | -2.9% |
| 30D | -1.6% | -2.1% | +0.5% | -1.5% |
| 3M | +3.5% | -48.8% | +52.3% | +2.5% |
| 6M | -13.4% | +15.8% | -29.2% | -13.5% |
| YTD | -16.5% | +25.1% | -41.6% | -16.7% |
| 1Y | -30.6% | +50.6% | -81.1% | -28.8% |
| All | -30.6% | +56.2% | -86.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 1y: compounded portfolio wealth divided by compounded POET 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…
1y analysis · Full analysis span regression · 6 months rolling