-96.9%
LOOP vs VT
+168.5%
-265.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -8.6% | +0.4% | -9.1% | -9.0% |
| 30D | -30.5% | +1.0% | -31.4% | -31.1% |
| 3M | -63.0% | +2.4% | -65.4% | -63.9% |
| 6M | -63.7% | +12.0% | -75.7% | -67.3% |
| YTD | -52.3% | +15.3% | -67.6% | -58.1% |
| 1Y | -71.6% | +22.6% | -94.2% | -76.2% |
| 3Y | -82.3% | +74.7% | -157.0% | -88.8% |
| 5Y | -95.4% | +66.1% | -161.6% | -97.0% |
| All | -96.9% | +168.5% | -265.4% | -97.9% |
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 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