+325.5%
POR vs VT
+374.2%
-48.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -1.0% | +1.0% | -2.0% | -1.5% |
| 3M | -0.8% | +2.4% | -3.2% | -2.4% |
| 6M | -8.1% | +12.0% | -20.1% | -14.4% |
| YTD | +3.8% | +15.3% | -11.6% | -5.1% |
| 1Y | +19.5% | +22.6% | -3.1% | +5.3% |
| 3Y | +27.0% | +74.7% | -47.7% | -10.2% |
| 5Y | +16.1% | +66.1% | -50.0% | -16.5% |
| 10Y | +65.8% | +225.0% | -159.2% | -20.4% |
| All | +325.5% | +374.2% | -48.7% | +43.0% |
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