-47.9%
PODC vs VT
+70.9%
-118.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.1% |
| 7D | +17.8% | +2.4% | +15.4% | +14.9% |
| 30D | +16.0% | -1.5% | +17.5% | +19.2% |
| 3M | -27.9% | -4.1% | -23.8% | -24.1% |
| 6M | -35.8% | +0.6% | -36.4% | -35.6% |
| YTD | -7.5% | +11.0% | -18.5% | -14.9% |
| 1Y | +10.7% | +13.3% | -2.6% | -0.2% |
| 3Y | -2.8% | +73.4% | -76.2% | -37.2% |
| All | -47.9% | +70.9% | -118.8% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling