-98.4%
LOOP vs VT
+159.1%
-257.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.6% |
| 7D | -11.7% | +0.4% | -12.0% | -11.9% |
| 30D | -40.3% | -2.6% | -37.7% | -38.9% |
| 3M | -63.2% | -3.2% | -60.0% | -62.1% |
| 6M | -82.8% | +0.9% | -83.7% | -82.9% |
| YTD | -75.0% | +11.3% | -86.3% | -77.3% |
| 1Y | -83.7% | +14.0% | -97.7% | -85.5% |
| 3Y | -92.2% | +75.8% | -168.0% | -95.0% |
| 5Y | -98.5% | +57.8% | -156.3% | -99.0% |
| All | -98.4% | +159.1% | -257.5% | -98.9% |
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