+1,112.8%
POWL vs VT
+363.9%
+748.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +1.7% | -14.1% | -14.3% |
| 7D | -14.8% | -0.3% | -14.5% | -14.7% |
| 30D | -27.7% | -1.4% | -26.2% | -26.3% |
| 3M | -32.3% | -1.4% | -30.9% | -30.9% |
| 6M | -46.9% | +5.5% | -52.4% | -49.1% |
| YTD | +34.8% | +12.8% | +22.0% | +21.1% |
| 1Y | +13.2% | +15.4% | -2.3% | -0.5% |
| 3Y | +444.1% | +76.9% | +367.2% | +218.6% |
| 5Y | +1,633.0% | +60.4% | +1,572.6% | +1,006.5% |
| 10Y | +1,429.6% | +232.8% | +1,196.8% | +371.9% |
| All | +1,112.8% | +363.9% | +748.9% | +174.1% |
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 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