+1,255.8%
POWL vs VT
+215.5%
+1,040.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.1% |
| 7D | -14.8% | -2.3% | -12.5% | -12.0% |
| 30D | -32.7% | -5.0% | -27.7% | -27.6% |
| 3M | -35.8% | -4.9% | -30.9% | -30.8% |
| 6M | -58.4% | -1.5% | -56.9% | -56.6% |
| YTD | +25.4% | +8.5% | +17.0% | +17.2% |
| 1Y | +6.7% | +11.4% | -4.7% | -3.1% |
| 3Y | +403.3% | +70.1% | +333.2% | +197.6% |
| 5Y | +1,453.7% | +53.7% | +1,400.0% | +916.2% |
| All | +1,255.8% | +215.5% | +1,040.2% | +390.8% |
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