-21.1%
LOW vs VFC
-6.8%
-14.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.7% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -7.0% | -11.6% | +4.6% | -4.2% |
| 3M | -0.9% | -18.1% | +17.2% | +3.2% |
| 6M | -20.1% | -27.4% | +7.3% | -15.0% |
| YTD | -13.9% | -24.8% | +10.9% | -9.1% |
| 1Y | -21.1% | -8.2% | -12.9% | -20.0% |
| All | -21.1% | -6.8% | -14.3% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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