+2,010.2%
VRT vs LOW
+172.1%
+1,838.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.3% |
| 7D | +18.6% | +0.1% | +18.5% | +18.6% |
| 30D | -11.7% | +21.3% | -32.9% | -20.5% |
| 3M | -27.3% | +6.0% | -33.3% | -30.2% |
| 6M | -42.9% | +2.6% | -45.5% | -45.0% |
| YTD | +29.5% | -3.6% | +33.1% | +28.0% |
| 1Y | +21.0% | -1.0% | +22.0% | +17.6% |
| 3Y | +403.1% | +24.2% | +378.9% | +315.7% |
| 5Y | +688.8% | +6.3% | +682.5% | +603.6% |
| All | +2,010.2% | +172.1% | +1,838.1% | +1,000.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling