+387.1%
LOGI vs VT
+231.8%
+155.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.1% | +6.0% |
| 7D | +1.9% | -0.3% | +2.2% | +2.4% |
| 30D | -1.2% | -1.4% | +0.2% | +0.4% |
| 3M | -6.6% | -1.4% | -5.2% | -4.9% |
| 6M | +0.3% | +5.5% | -5.2% | -5.0% |
| YTD | +1.6% | +12.8% | -11.3% | -10.6% |
| 1Y | -13.3% | +15.4% | -28.7% | -25.5% |
| 3Y | +32.2% | +76.9% | -44.7% | -26.5% |
| 5Y | +34.8% | +60.4% | -25.6% | -16.9% |
| 10Y | +387.1% | +232.8% | +154.3% | +37.4% |
| All | +387.1% | +231.8% | +155.3% | +37.4% |
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 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