+13.8%
VRT vs LOW
-0.5%
+14.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.5% | -20.4% | -12.0% |
| 7D | -15.4% | +15.6% | -31.0% | -14.7% |
| 30D | -19.0% | +28.6% | -47.6% | -18.9% |
| 3M | -23.8% | +5.8% | -29.7% | -22.6% |
| 6M | -37.9% | +3.8% | -41.7% | -36.3% |
| YTD | +27.0% | -2.8% | +29.8% | +32.3% |
| 1Y | +13.8% | -1.4% | +15.2% | +18.5% |
| All | +13.8% | -0.5% | +14.3% | +18.5% |
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