-98.4%
LOOP vs VT
+152.6%
-250.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -3.5% | -2.3% | -1.1% | -1.5% |
| 30D | -39.4% | -5.0% | -34.4% | -36.5% |
| 3M | -63.1% | -4.9% | -58.2% | -61.4% |
| 6M | -82.1% | -1.5% | -80.5% | -81.8% |
| YTD | -74.9% | +8.5% | -83.4% | -76.7% |
| 1Y | -83.6% | +11.4% | -95.0% | -85.1% |
| 3Y | -92.2% | +70.1% | -162.2% | -94.9% |
| 5Y | -98.4% | +53.7% | -152.1% | -98.9% |
| All | -98.4% | +152.6% | -250.9% | -98.8% |
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