+123.4%
VRT vs LOW
-20.7%
+144.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.4% |
| 7D | +9.1% | -1.7% | +10.9% | +9.0% |
| 30D | +0.9% | -7.0% | +8.0% | +0.7% |
| 3M | -13.4% | -0.9% | -12.5% | -14.1% |
| 6M | +11.7% | -20.1% | +31.8% | +12.3% |
| YTD | +73.2% | -13.9% | +87.1% | +80.7% |
| 1Y | +123.4% | -21.1% | +144.6% | +91.3% |
| All | +123.4% | -20.7% | +144.1% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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