+1,171.5%
LOPE vs VT
+716.8%
+454.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -2.7% | -1.4% | -1.3% | -1.9% |
| 3M | -0.1% | -1.4% | +1.3% | +0.6% |
| 6M | -9.4% | +5.5% | -14.9% | -13.2% |
| YTD | -9.4% | +12.8% | -22.2% | -17.2% |
| 1Y | -18.5% | +15.4% | -33.9% | -26.7% |
| 3Y | +9.9% | +76.9% | -66.9% | -25.8% |
| 5Y | +82.5% | +60.4% | +22.1% | +30.0% |
| 10Y | +211.2% | +232.8% | -21.5% | +36.3% |
| All | +1,171.5% | +716.8% | +454.6% | +236.4% |
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