-14.7%
LOAN vs VT
+53.4%
-68.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -2.3% | -2.3% | 0.0% | -1.6% |
| 30D | -5.9% | -5.0% | -1.0% | -4.5% |
| 3M | -16.4% | -4.9% | -11.5% | -15.2% |
| 6M | -17.0% | -1.5% | -15.5% | -16.8% |
| YTD | -22.4% | +8.5% | -30.9% | -24.6% |
| 1Y | -25.0% | +11.4% | -36.3% | -27.7% |
| 3Y | -5.4% | +70.1% | -75.5% | -22.2% |
| All | -14.7% | +53.4% | -68.1% | -29.2% |
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