-61.3%
POCI vs VT
+374.2%
-435.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -1.1% | +0.4% | -1.6% | -0.5% |
| 30D | +1.2% | +1.0% | +0.2% | +2.5% |
| 3M | -21.3% | +2.4% | -23.7% | -19.1% |
| 6M | +0.9% | +12.0% | -11.1% | +17.6% |
| YTD | +3.8% | +15.3% | -11.5% | +26.5% |
| 1Y | -5.2% | +22.6% | -27.8% | +25.9% |
| 3Y | -28.3% | +74.7% | -103.0% | +58.3% |
| 5Y | -21.6% | +66.1% | -87.8% | +35.9% |
| 10Y | +107.1% | +225.0% | -117.9% | +846.7% |
| All | -61.3% | +374.2% | -435.5% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling