+159.4%
POOL vs VT
+217.6%
-58.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +5.6% | -0.1% | +5.7% | +5.7% |
| 30D | +37.2% | -3.1% | +40.2% | +40.9% |
| 3M | +10.1% | -3.5% | +13.6% | +13.6% |
| 6M | +18.2% | +0.5% | +17.7% | +16.9% |
| YTD | -2.4% | +10.8% | -13.2% | -12.4% |
| 1Y | -9.9% | +11.9% | -21.8% | -19.9% |
| 3Y | -30.5% | +73.0% | -103.4% | -59.9% |
| 5Y | -55.4% | +58.6% | -114.0% | -71.8% |
| 10Y | +159.4% | +219.2% | -59.8% | -15.0% |
| All | +159.4% | +217.6% | -58.3% | -15.0% |
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 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