+253.1%
XLB vs POET
-20.0%
+273.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | -1.0% |
| 7D | -2.9% | +9.7% | -12.7% | -3.2% |
| 30D | -3.4% | -6.5% | +3.2% | -3.3% |
| 3M | +1.6% | -25.7% | +27.3% | +2.0% |
| 6M | +3.6% | +19.6% | -15.9% | +1.5% |
| YTD | +14.2% | +26.4% | -12.1% | +11.5% |
| 1Y | +15.6% | +50.1% | -34.5% | +11.8% |
| 3Y | +33.1% | +127.9% | -94.8% | +24.2% |
| 5Y | +35.0% | -5.9% | +40.9% | +27.1% |
| 10Y | +164.5% | +31.1% | +133.4% | +140.4% |
| All | +253.1% | -20.0% | +273.1% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling