+1,146.8%
LOAN vs VT
+371.8%
+775.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | 0.0% | -0.2% | +0.2% | +0.1% |
| 3M | -1.4% | +4.5% | -6.0% | -3.6% |
| 6M | +1.4% | +14.1% | -12.7% | -5.2% |
| YTD | -7.1% | +14.8% | -21.9% | -13.4% |
| 1Y | -15.4% | +21.2% | -36.6% | -23.3% |
| 3Y | +12.8% | +76.6% | -63.8% | -15.7% |
| 5Y | +1.2% | +66.6% | -65.4% | -23.2% |
| 10Y | +47.8% | +222.3% | -174.5% | -19.8% |
| All | +1,146.8% | +371.8% | +775.0% | +313.2% |
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 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