+29.0%
LOCO vs VT
+222.7%
-193.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.4% | +0.4% | -0.1% | 0.0% |
| 30D | -9.5% | +1.0% | -10.5% | -10.3% |
| 3M | +11.1% | +2.4% | +8.7% | +8.5% |
| 6M | +37.5% | +12.0% | +25.5% | +24.3% |
| YTD | +46.9% | +15.3% | +31.6% | +29.6% |
| 1Y | +47.9% | +22.6% | +25.3% | +24.0% |
| 3Y | +60.3% | +74.7% | -14.4% | -0.2% |
| 5Y | -0.7% | +66.1% | -66.9% | -35.9% |
| All | +29.0% | +222.7% | -193.8% | -52.9% |
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