+153.4%
POOL vs VT
+215.5%
-62.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.5% |
| 7D | +2.8% | -2.3% | +5.1% | +5.0% |
| 30D | +37.3% | -5.0% | +42.3% | +43.7% |
| 3M | +6.0% | -4.9% | +10.8% | +10.8% |
| 6M | +14.1% | -1.5% | +15.7% | +14.9% |
| YTD | -5.6% | +8.5% | -14.1% | -13.6% |
| 1Y | -12.6% | +11.4% | -24.0% | -22.1% |
| 3Y | -32.4% | +70.1% | -102.5% | -60.4% |
| 5Y | -56.0% | +53.7% | -109.8% | -71.5% |
| All | +153.4% | +215.5% | -62.1% | -14.2% |
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