+1,406.6%
LOW vs VT
+345.0%
+1,061.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | +2.8% |
| 7D | +9.6% | -4.2% | +13.8% | +13.9% |
| 30D | +24.5% | -5.8% | +30.3% | +31.2% |
| 3M | +4.0% | -5.2% | +9.2% | +9.0% |
| 6M | +2.2% | +0.1% | +2.0% | +1.4% |
| YTD | -3.7% | +8.2% | -11.9% | -11.0% |
| 1Y | -0.9% | +10.1% | -11.0% | -9.9% |
| 3Y | +23.8% | +69.7% | -45.8% | -25.0% |
| 5Y | +6.6% | +53.4% | -46.8% | -29.0% |
| 10Y | +314.4% | +219.2% | +95.2% | +49.1% |
| All | +1,406.6% | +345.0% | +1,061.6% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling