+1,359.6%
POWL vs VT
+53.2%
+1,306.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.1% | -8.5% | -6.8% |
| 7D | -25.8% | -4.2% | -21.6% | -20.9% |
| 30D | -38.9% | -5.8% | -33.1% | -33.0% |
| 3M | -39.9% | -5.2% | -34.7% | -34.6% |
| 6M | -57.5% | +0.1% | -57.7% | -56.4% |
| YTD | +17.8% | +8.2% | +9.6% | +10.3% |
| 1Y | -5.0% | +10.1% | -15.1% | -12.6% |
| 3Y | +375.5% | +69.7% | +305.9% | +204.0% |
| 5Y | +1,359.6% | +53.4% | +1,306.2% | +881.1% |
| All | +1,359.6% | +53.2% | +1,306.4% | +881.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling