-98.4%
LOOP vs VT
+53.2%
-151.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.6% | -0.8% |
| 7D | +0.4% | -4.2% | +4.6% | +5.5% |
| 30D | -40.0% | -5.8% | -34.2% | -35.3% |
| 3M | -63.4% | -5.2% | -58.2% | -60.9% |
| 6M | -81.7% | +0.1% | -81.8% | -81.8% |
| YTD | -74.9% | +8.2% | -83.1% | -77.5% |
| 1Y | -84.6% | +10.1% | -94.7% | -86.5% |
| 3Y | -92.4% | +69.7% | -162.1% | -96.0% |
| 5Y | -98.4% | +53.4% | -151.8% | -98.9% |
| All | -98.4% | +53.2% | -151.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling