+25.0%
LOGI vs VT
+57.9%
-32.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -17.0% | -1.6% | -15.4% | -15.3% |
| 30D | -11.0% | -2.5% | -8.5% | -8.2% |
| 3M | -10.2% | -1.3% | -8.9% | -8.5% |
| 6M | -5.1% | +3.1% | -8.2% | -8.7% |
| YTD | -5.8% | +10.9% | -16.8% | -17.7% |
| 1Y | -23.3% | +12.1% | -35.3% | -33.7% |
| 3Y | +22.6% | +73.9% | -51.3% | -39.3% |
| All | +25.0% | +57.9% | -32.9% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling