+227.5%
LOW vs VIG
+250.0%
-22.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.8% |
| 7D | -3.7% | -1.1% | -2.7% | -2.5% |
| 30D | -8.9% | -2.7% | -6.1% | -5.7% |
| 3M | -10.4% | +2.5% | -13.0% | -13.0% |
| 6M | -19.4% | +9.2% | -28.6% | -27.3% |
| YTD | -17.1% | +9.8% | -26.9% | -25.8% |
| 1Y | -26.3% | +12.4% | -38.6% | -35.8% |
| 3Y | -9.9% | +55.9% | -65.8% | -47.4% |
| 5Y | +6.1% | +63.9% | -57.8% | -41.3% |
| All | +227.5% | +250.0% | -22.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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