-21.6%
POCI vs VT
+66.2%
-87.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | +1.2% | +1.0% | +0.2% | +0.9% |
| 3M | -21.3% | +2.4% | -23.7% | -21.8% |
| 6M | +0.9% | +12.0% | -11.1% | -1.7% |
| YTD | +3.8% | +15.3% | -11.5% | +0.3% |
| 1Y | -5.2% | +22.6% | -27.8% | -9.8% |
| 3Y | -28.3% | +74.7% | -103.0% | -37.3% |
| All | -21.6% | +66.2% | -87.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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