+437.1%
XYL vs POET
+72.7%
+364.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.9% |
| 7D | -1.2% | +3.7% | -4.9% | -1.4% |
| 30D | -13.2% | -11.5% | -1.6% | -12.9% |
| 3M | -0.2% | -30.8% | +30.6% | +0.5% |
| 6M | -12.5% | +8.6% | -21.1% | -14.7% |
| YTD | -20.9% | +20.1% | -40.9% | -23.3% |
| 1Y | -21.6% | +35.7% | -57.3% | -24.7% |
| 3Y | +16.1% | +116.5% | -100.4% | +6.1% |
| 5Y | -15.6% | -8.4% | -7.2% | -22.0% |
| 10Y | +147.7% | +24.6% | +123.1% | +120.0% |
| All | +437.1% | +72.7% | +364.4% | +397.4% |
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