+303.5%
LOW vs VT
+215.5%
+88.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +7.4% | -2.3% | +9.7% | +10.0% |
| 30D | +24.5% | -5.0% | +29.4% | +31.0% |
| 3M | +3.5% | -4.9% | +8.3% | +8.8% |
| 6M | -2.6% | -1.5% | -1.0% | -1.8% |
| YTD | -4.8% | +8.5% | -13.3% | -13.7% |
| 1Y | -0.8% | +11.4% | -12.2% | -12.6% |
| 3Y | +22.8% | +70.1% | -47.3% | -33.2% |
| 5Y | +5.3% | +53.7% | -48.4% | -35.7% |
| All | +303.5% | +215.5% | +88.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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