+163.4%
LOUP vs VT
+140.4%
+23.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.4% |
| 7D | -9.9% | -2.3% | -7.6% | -6.7% |
| 30D | -26.4% | -5.0% | -21.4% | -20.2% |
| 3M | -25.1% | -4.9% | -20.2% | -18.7% |
| 6M | -23.6% | -1.5% | -22.1% | -20.8% |
| YTD | -12.3% | +8.5% | -20.8% | -20.6% |
| 1Y | -15.8% | +11.4% | -27.1% | -26.4% |
| 3Y | +86.3% | +70.1% | +16.3% | -6.9% |
| 5Y | +15.2% | +53.7% | -38.5% | -32.0% |
| All | +163.4% | +140.4% | +23.0% | -3.5% |
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