-11.1%
VRSK vs POET
-6.5%
-4.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.2% |
| 7D | -5.2% | +0.4% | -5.5% | -5.2% |
| 30D | -2.3% | -10.4% | +8.1% | -2.4% |
| 3M | -2.9% | -29.3% | +26.4% | -2.9% |
| 6M | -12.8% | +6.9% | -19.7% | -13.2% |
| YTD | -20.8% | +25.6% | -46.4% | -21.2% |
| 1Y | -33.2% | +49.2% | -82.4% | -33.7% |
| 3Y | -26.6% | +128.4% | -155.0% | -27.1% |
| All | -11.1% | -6.5% | -4.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling