+37.3%
POWI vs VT
+215.5%
-178.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.3% |
| 7D | -8.2% | -2.3% | -5.9% | -3.9% |
| 30D | -21.7% | -5.0% | -16.7% | -14.0% |
| 3M | -31.5% | -4.9% | -26.6% | -24.6% |
| 6M | -48.2% | -1.5% | -46.7% | -45.1% |
| YTD | +14.5% | +8.5% | +6.1% | +4.6% |
| 1Y | +12.2% | +11.4% | +0.8% | -1.5% |
| 3Y | -44.2% | +70.1% | -114.3% | -72.8% |
| 5Y | -57.8% | +53.7% | -111.6% | -75.5% |
| All | +37.3% | +215.5% | -178.2% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling