+1,188.4%
LOPE vs VT
+735.0%
+453.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +1.0% | +0.4% | +0.5% | +0.7% |
| 30D | +1.4% | +1.0% | +0.4% | +0.8% |
| 3M | +1.3% | +2.4% | -1.1% | -0.8% |
| 6M | -6.1% | +12.0% | -18.1% | -13.5% |
| YTD | -8.2% | +15.3% | -23.5% | -17.1% |
| 1Y | -25.6% | +22.6% | -48.2% | -35.6% |
| 3Y | +29.0% | +74.7% | -45.6% | -11.9% |
| 5Y | +67.4% | +66.1% | +1.3% | +16.9% |
| 10Y | +266.7% | +225.0% | +41.7% | +63.3% |
| All | +1,188.4% | +735.0% | +453.4% | +236.6% |
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 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