+110.2%
POOL vs VT
+224.5%
-114.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.5% | +0.4% | -2.0% | -1.9% |
| 30D | -9.8% | +1.0% | -10.7% | -10.6% |
| 3M | +1.8% | +2.4% | -0.6% | -0.8% |
| 6M | -14.2% | +12.0% | -26.2% | -23.6% |
| YTD | -17.4% | +15.3% | -32.7% | -28.5% |
| 1Y | -39.9% | +22.6% | -62.5% | -51.0% |
| 3Y | -47.0% | +74.7% | -121.7% | -69.5% |
| 5Y | -59.9% | +66.1% | -126.0% | -75.7% |
| All | +110.2% | +224.5% | -114.2% | -30.9% |
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