-98.3%
LOOP vs VT
+162.7%
-260.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -38.1% | -1.4% | -36.7% | -37.3% |
| 3M | -63.4% | -1.4% | -62.0% | -62.9% |
| 6M | -80.6% | +5.5% | -86.0% | -81.4% |
| YTD | -73.4% | +12.8% | -86.2% | -76.2% |
| 1Y | -83.2% | +15.4% | -98.6% | -85.2% |
| 3Y | -91.9% | +76.9% | -168.8% | -94.9% |
| 5Y | -98.4% | +60.4% | -158.8% | -98.9% |
| All | -98.3% | +162.7% | -260.9% | -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 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