+43.8%
LOCO vs VT
+224.4%
-180.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.7% |
| 7D | -7.8% | -0.7% | -7.1% | -7.3% |
| 30D | -0.8% | -1.7% | +0.9% | +0.5% |
| 3M | +2.4% | -2.3% | +4.7% | +4.2% |
| 6M | +11.1% | +1.5% | +9.6% | +9.0% |
| YTD | +45.2% | +12.0% | +33.2% | +30.9% |
| 1Y | +41.7% | +12.9% | +28.8% | +26.9% |
| 3Y | +83.0% | +74.9% | +8.1% | +13.4% |
| 5Y | +17.5% | +59.9% | -42.4% | -22.0% |
| 10Y | +43.8% | +224.6% | -180.9% | -48.8% |
| All | +43.8% | +224.4% | -180.6% | -48.8% |
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