-85.7%
POEL vs VT
+3.4%
-89.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -0.6% | -13.7% | -8.4% |
| 7D | +44.2% | +2.9% | +41.3% | +11.1% |
| 30D | -43.2% | -2.5% | -40.7% | -20.3% |
| 3M | -75.9% | -3.3% | -72.6% | -61.0% |
| 6M | -95.4% | +1.5% | -96.9% | -94.0% |
| All | -85.7% | +3.4% | -89.1% | -85.4% |
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 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