+389.8%
LOGI vs VT
+356.1%
+33.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -17.0% | -1.6% | -15.4% | -15.5% |
| 30D | -11.0% | -2.5% | -8.5% | -8.6% |
| 3M | -10.2% | -1.3% | -8.9% | -8.8% |
| 6M | -5.1% | +3.1% | -8.2% | -8.1% |
| YTD | -5.8% | +10.9% | -16.8% | -15.7% |
| 1Y | -23.3% | +12.1% | -35.3% | -32.0% |
| 3Y | +22.6% | +73.9% | -51.3% | -31.3% |
| 5Y | +25.2% | +58.0% | -32.7% | -21.1% |
| 10Y | +348.6% | +225.5% | +123.1% | +29.7% |
| All | +389.8% | +356.1% | +33.7% | -3.1% |
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 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