+177.0%
LOUP vs VT
+146.0%
+31.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | +5.2% | +2.4% | +2.8% | +1.7% |
| 30D | -15.5% | -1.5% | -14.0% | -13.2% |
| 3M | -27.4% | -4.1% | -23.3% | -22.1% |
| 6M | -18.3% | +0.6% | -18.9% | -17.8% |
| YTD | -7.7% | +11.0% | -18.8% | -19.2% |
| 1Y | -7.4% | +13.3% | -20.8% | -21.2% |
| 3Y | +86.2% | +73.4% | +12.8% | -9.5% |
| 5Y | +20.5% | +57.4% | -36.9% | -31.3% |
| All | +177.0% | +146.0% | +31.0% | -1.8% |
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 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