+306.3%
POR vs VT
+345.0%
-38.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.3% |
| 7D | +4.1% | -4.2% | +8.3% | +6.6% |
| 30D | +3.9% | -5.8% | +9.7% | +7.4% |
| 3M | -5.5% | -5.2% | -0.2% | -2.7% |
| 6M | -4.2% | +0.1% | -4.3% | -4.8% |
| YTD | -0.9% | +8.2% | -9.2% | -6.2% |
| 1Y | +1.1% | +10.1% | -9.1% | -5.3% |
| 3Y | +24.9% | +69.7% | -44.8% | -10.4% |
| 5Y | +13.0% | +53.4% | -40.3% | -14.9% |
| 10Y | +58.2% | +219.2% | -161.1% | -23.4% |
| All | +306.3% | +345.0% | -38.6% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling