-99.5%
POLA vs VT
+206.4%
-305.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.1% |
| 7D | -40.7% | -2.3% | -38.4% | -39.7% |
| 30D | -72.2% | -5.0% | -67.2% | -70.8% |
| 3M | -82.9% | -4.9% | -78.0% | -82.0% |
| 6M | -83.2% | -1.5% | -81.7% | -82.8% |
| YTD | -80.8% | +8.5% | -89.3% | -82.1% |
| 1Y | -91.4% | +11.4% | -102.7% | -92.1% |
| 3Y | -94.9% | +70.1% | -165.0% | -97.0% |
| 5Y | -99.1% | +53.7% | -152.9% | -99.4% |
| All | -99.5% | +206.4% | -305.9% | -99.7% |
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