+963.8%
LOW vs VTV
+712.5%
+251.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.8% |
| 7D | -0.6% | -0.7% | 0.0% | +0.1% |
| 30D | -9.3% | -0.5% | -8.8% | -8.8% |
| 3M | -8.1% | +5.3% | -13.4% | -12.8% |
| 6M | -19.8% | +12.9% | -32.6% | -28.9% |
| YTD | -16.4% | +18.5% | -34.8% | -29.5% |
| 1Y | -24.7% | +25.3% | -49.9% | -40.0% |
| 3Y | -8.8% | +68.2% | -77.0% | -46.0% |
| 5Y | +7.8% | +80.6% | -72.9% | -40.3% |
| 10Y | +233.8% | +232.9% | +0.9% | +2.0% |
| All | +963.8% | +712.5% | +251.4% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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