-40.8%
POWW vs VT
+193.0%
-233.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -0.9% |
| 7D | -2.9% | -4.2% | +1.2% | 0.0% |
| 30D | +6.9% | -5.8% | +12.7% | +11.4% |
| 3M | +6.5% | -5.2% | +11.7% | +10.3% |
| 6M | +11.1% | +0.1% | +10.9% | +10.5% |
| YTD | +35.1% | +8.2% | +26.9% | +27.4% |
| 1Y | +39.2% | +10.1% | +29.0% | +29.8% |
| 3Y | -23.5% | +69.7% | -93.2% | -44.8% |
| 5Y | -65.3% | +53.4% | -118.6% | -74.3% |
| All | -40.8% | +193.0% | -233.8% | -77.0% |
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