-28.5%
LOCO vs VT
+213.9%
-242.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.8% |
| 7D | -2.7% | -2.3% | -0.4% | -0.9% |
| 30D | +1.7% | -5.0% | +6.7% | +6.0% |
| 3M | -9.1% | -4.9% | -4.2% | -5.5% |
| 6M | +11.2% | -1.5% | +12.8% | +11.8% |
| YTD | +42.3% | +8.5% | +33.8% | +31.2% |
| 1Y | +43.8% | +11.4% | +32.4% | +29.6% |
| 3Y | +75.9% | +70.1% | +5.8% | +9.7% |
| 5Y | +10.8% | +53.7% | -42.9% | -24.8% |
| 10Y | +58.4% | +220.0% | -161.6% | -45.9% |
| All | -28.5% | +213.9% | -242.4% | -77.4% |
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