+37.7%
ILOW vs VT
+39.7%
-2.0%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.4% |
| 30D | +2.9% | -1.7% | +4.7% | +4.2% |
| 3M | -1.0% | -2.3% | +1.3% | +0.6% |
| 6M | +4.1% | +1.5% | +2.6% | +2.7% |
| YTD | +9.9% | +12.0% | -2.1% | +0.9% |
| 1Y | +11.9% | +12.9% | -1.0% | +2.2% |
| All | +37.7% | +39.7% | -2.0% | +7.4% |
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