-59.0%
POOL vs VT
+57.0%
-116.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.2% |
| 7D | +2.7% | +2.4% | +0.4% | +0.2% |
| 30D | +37.5% | -1.5% | +39.0% | +39.3% |
| 3M | +8.4% | -4.1% | +12.6% | +13.1% |
| 6M | +25.8% | +0.6% | +25.2% | +23.8% |
| YTD | -3.0% | +11.0% | -14.1% | -15.1% |
| 1Y | -9.8% | +13.3% | -23.1% | -23.0% |
| 3Y | -30.4% | +73.4% | -103.8% | -65.6% |
| All | -59.0% | +57.0% | -116.0% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling