-97.8%
POLA vs VT
+225.8%
-323.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.8% | +0.4% | -3.3% | -3.3% |
| 30D | -22.5% | +1.0% | -23.4% | -23.3% |
| 3M | -36.1% | +2.4% | -38.5% | -37.1% |
| 6M | -6.8% | +12.0% | -18.8% | -15.8% |
| YTD | -17.4% | +15.3% | -32.7% | -27.5% |
| 1Y | -52.2% | +22.6% | -74.8% | -60.3% |
| 3Y | -85.9% | +74.7% | -160.6% | -91.9% |
| 5Y | -96.9% | +66.1% | -163.1% | -98.1% |
| All | -97.8% | +225.8% | -323.6% | -99.0% |
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