-98.6%
LOOP vs VT
+159.2%
-257.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.6% | -10.7% | -10.8% |
| 7D | -15.9% | +2.9% | -18.8% | -17.9% |
| 30D | -40.7% | -2.5% | -38.2% | -39.3% |
| 3M | -68.3% | -3.3% | -64.9% | -67.3% |
| 6M | -85.2% | +1.5% | -86.8% | -85.4% |
| YTD | -78.9% | +11.4% | -90.3% | -80.9% |
| 1Y | -83.3% | +11.9% | -95.2% | -84.8% |
| 3Y | -93.3% | +73.9% | -167.2% | -95.7% |
| 5Y | -98.7% | +57.9% | -156.6% | -99.1% |
| All | -98.6% | +159.2% | -257.9% | -99.0% |
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