-99.6%
POLA vs VT
+214.5%
-314.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.1% |
| 7D | -17.6% | +2.9% | -20.5% | -19.7% |
| 30D | -74.5% | -2.5% | -72.0% | -73.9% |
| 3M | -84.9% | -3.3% | -81.5% | -84.3% |
| 6M | -82.8% | +1.5% | -84.4% | -82.8% |
| YTD | -83.2% | +11.4% | -94.6% | -84.7% |
| 1Y | -91.1% | +11.9% | -103.0% | -91.9% |
| 3Y | -95.3% | +73.9% | -169.2% | -97.3% |
| 5Y | -99.4% | +57.9% | -157.3% | -99.6% |
| All | -99.6% | +214.5% | -314.1% | -99.8% |
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