+148.7%
POOL vs VT
+221.8%
-73.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.2% |
| 7D | +2.7% | +2.4% | +0.4% | +0.5% |
| 30D | +37.5% | -1.5% | +39.0% | +39.1% |
| 3M | +8.4% | -4.1% | +12.6% | +12.5% |
| 6M | +25.8% | +0.6% | +25.2% | +24.2% |
| YTD | -3.0% | +11.0% | -14.1% | -13.2% |
| 1Y | -9.8% | +13.3% | -23.1% | -20.9% |
| 3Y | -30.4% | +73.4% | -103.8% | -60.0% |
| 5Y | -59.1% | +57.4% | -116.5% | -74.1% |
| All | +148.7% | +221.8% | -73.1% | -21.7% |
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