-19.6%
LOW vs VG
-39.3%
+19.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.2% |
| 7D | -1.7% | +1.7% | -3.4% | -1.7% |
| 30D | -7.0% | +16.0% | -23.1% | -6.5% |
| 3M | -0.9% | +9.7% | -10.6% | -0.2% |
| 6M | -20.1% | +29.6% | -49.6% | -19.8% |
| YTD | -13.9% | +112.0% | -125.9% | -14.8% |
| 1Y | -21.1% | +12.8% | -33.9% | -21.0% |
| All | -19.6% | -39.3% | +19.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 all: compounded portfolio wealth divided by compounded VG 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…
all analysis · Full analysis span regression · 6 months rolling