-30.8%
POOL vs VT
+69.4%
-100.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +2.1% |
| 7D | +6.1% | -4.2% | +10.3% | +9.8% |
| 30D | +36.9% | -5.8% | +42.7% | +43.5% |
| 3M | +5.5% | -5.2% | +10.8% | +10.1% |
| 6M | +17.5% | +0.1% | +17.3% | +16.1% |
| YTD | -3.4% | +8.2% | -11.6% | -11.3% |
| 1Y | -12.2% | +10.1% | -22.3% | -20.8% |
| All | -30.8% | +69.4% | -100.2% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling