+0.1%
LOAN price history and return analytics
+65.7%
-65.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -2.4% | -0.7% | -1.7% | -2.2% |
| 3M | -3.5% | +4.0% | -7.5% | -4.7% |
| 6M | -0.1% | +12.3% | -12.4% | -3.8% |
| YTD | -8.3% | +14.0% | -22.3% | -12.1% |
| 1Y | -17.0% | +20.3% | -37.3% | -21.9% |
| 3Y | +11.4% | +75.4% | -64.0% | -8.5% |
| 5Y | +0.1% | +66.0% | -65.9% | -19.2% |
| All | +0.1% | +65.7% | -65.6% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling