-13.6%
LOUP vs VT
+13.0%
-26.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +0.3% |
| 7D | -1.7% | +0.4% | -2.1% | -2.4% |
| 30D | -22.7% | -2.6% | -20.1% | -18.3% |
| 3M | -24.5% | -3.2% | -21.3% | -19.1% |
| 6M | -18.9% | +0.9% | -19.9% | -18.9% |
| YTD | -7.7% | +11.3% | -19.0% | -22.0% |
| All | -13.6% | +13.0% | -26.6% | -28.2% |
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