+114.2%
LOPE vs VT
+224.7%
-110.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.3% |
| 7D | -21.8% | -0.7% | -21.2% | -21.1% |
| 30D | -26.5% | -1.7% | -24.8% | -25.4% |
| 3M | -18.4% | -2.3% | -16.1% | -17.0% |
| 6M | -27.3% | +1.5% | -28.8% | -28.2% |
| YTD | -29.2% | +12.0% | -41.2% | -35.0% |
| 1Y | -30.4% | +12.9% | -43.2% | -36.4% |
| 3Y | -13.9% | +74.9% | -88.9% | -42.6% |
| 5Y | +46.9% | +59.9% | -13.0% | +3.4% |
| All | +114.2% | +224.7% | -110.5% | -17.3% |
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