+9.0%
LOW vs VO
+43.4%
-34.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | +0.4% | +0.6% | -0.3% | -0.2% |
| 30D | -10.1% | -1.1% | -9.0% | -9.2% |
| 3M | -2.9% | +4.5% | -7.4% | -6.7% |
| 6M | -19.4% | +11.1% | -30.5% | -26.8% |
| YTD | -15.4% | +13.5% | -29.0% | -24.8% |
| 1Y | -24.9% | +14.5% | -39.4% | -33.8% |
| 3Y | -7.8% | +58.1% | -65.9% | -39.7% |
| All | +9.0% | +43.4% | -34.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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