+441.0%
POWA vs VT
+345.0%
+96.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +0.2% |
| 7D | 0.0% | -4.2% | +4.2% | +2.7% |
| 30D | +5.5% | -5.8% | +11.3% | +9.5% |
| 3M | +0.2% | -5.2% | +5.4% | +3.6% |
| 6M | +5.3% | +0.1% | +5.2% | +4.9% |
| YTD | +3.3% | +8.2% | -4.9% | -2.1% |
| 1Y | +4.0% | +10.1% | -6.1% | -2.6% |
| 3Y | +45.4% | +69.7% | -24.3% | +3.4% |
| 5Y | +40.9% | +53.4% | -12.5% | +6.2% |
| 10Y | +183.3% | +219.2% | -36.0% | +40.2% |
| All | +441.0% | +345.0% | +96.0% | +113.6% |
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