-21.1%
LOW vs VSH
+118.1%
-139.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | +1.2% |
| 7D | -1.7% | +4.1% | -5.8% | -1.8% |
| 30D | -7.0% | -4.2% | -2.9% | -7.0% |
| 3M | -0.9% | -50.0% | +49.1% | +1.1% |
| 6M | -20.1% | +80.2% | -100.3% | -29.8% |
| YTD | -13.9% | +121.1% | -135.0% | -27.0% |
| 1Y | -21.1% | +112.0% | -133.1% | -34.1% |
| All | -21.1% | +118.1% | -139.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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