+224.5%
LOW vs VT
+224.5%
0.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | +0.4% | -2.2% | -2.2% |
| 30D | -7.0% | +1.0% | -8.0% | -8.0% |
| 3M | -0.9% | +2.4% | -3.3% | -3.7% |
| 6M | -20.1% | +12.0% | -32.1% | -29.5% |
| YTD | -13.9% | +15.3% | -29.2% | -26.6% |
| 1Y | -21.1% | +22.6% | -43.7% | -37.2% |
| 3Y | -6.6% | +74.7% | -81.3% | -50.3% |
| 5Y | +9.4% | +66.1% | -56.8% | -38.4% |
| All | +224.5% | +224.5% | 0.0% | -14.2% |
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