+306.3%
POR vs VT
+363.9%
-57.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.1% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | +4.0% | -1.4% | +5.4% | +4.7% |
| 3M | -7.0% | -1.4% | -5.6% | -6.3% |
| 6M | -4.0% | +5.5% | -9.5% | -7.3% |
| YTD | -0.9% | +12.8% | -13.8% | -8.3% |
| 1Y | +1.4% | +15.4% | -14.0% | -7.4% |
| 3Y | +24.8% | +76.9% | -52.0% | -12.5% |
| 5Y | +15.6% | +60.4% | -44.8% | -15.1% |
| 10Y | +58.1% | +232.8% | -174.6% | -25.1% |
| All | +306.3% | +363.9% | -57.6% | +38.1% |
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