+429.6%
LOGI vs VT
+374.2%
+55.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +4.2% | +0.4% | +3.7% | +3.7% |
| 30D | -3.5% | +1.0% | -4.4% | -4.4% |
| 3M | -14.0% | +2.4% | -16.4% | -16.1% |
| 6M | +10.9% | +12.0% | -1.1% | -1.9% |
| YTD | +1.8% | +15.3% | -13.5% | -12.7% |
| 1Y | -2.8% | +22.6% | -25.4% | -21.7% |
| 3Y | +53.8% | +74.7% | -20.9% | -14.4% |
| 5Y | +7.3% | +66.1% | -58.9% | -36.0% |
| 10Y | +459.6% | +225.0% | +234.6% | +61.8% |
| All | +429.6% | +374.2% | +55.4% | +0.4% |
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