-31.4%
LOPE vs VT
+10.7%
-42.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -4.1% | -14.8% | -17.5% |
| 7D | -20.7% | -4.2% | -16.5% | -19.4% |
| 30D | -21.4% | -5.8% | -15.6% | -20.1% |
| 3M | -18.8% | -5.2% | -13.6% | -17.5% |
| 6M | -27.8% | +0.1% | -27.9% | -27.3% |
| YTD | -26.5% | +8.2% | -34.7% | -29.1% |
| 1Y | -31.4% | +10.1% | -41.6% | -34.6% |
| All | -31.4% | +10.7% | -42.1% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling