+1,648.6%
POWL vs VT
+224.5%
+1,424.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.5% |
| 7D | -0.8% | +0.4% | -1.3% | -1.4% |
| 30D | -13.0% | +1.0% | -14.0% | -14.0% |
| 3M | -39.6% | +2.4% | -42.0% | -40.7% |
| 6M | +6.1% | +12.0% | -5.9% | -5.9% |
| YTD | +70.7% | +15.3% | +55.4% | +46.2% |
| 1Y | +101.2% | +22.6% | +78.6% | +61.4% |
| 3Y | +552.2% | +74.7% | +477.5% | +266.3% |
| 5Y | +2,201.3% | +66.1% | +2,135.2% | +1,247.3% |
| All | +1,648.6% | +224.5% | +1,424.2% | +372.1% |
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 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