+2,545.5%
VRT vs LOW
+136.1%
+2,409.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -9.1% |
| 7D | +2.4% | -0.6% | +3.0% | +2.8% |
| 30D | -2.7% | -9.3% | +6.6% | +1.9% |
| 3M | -9.2% | -8.1% | -1.1% | -6.3% |
| 6M | -0.5% | -19.8% | +19.2% | +9.7% |
| YTD | +62.3% | -16.4% | +78.7% | +74.0% |
| 1Y | +109.6% | -24.7% | +134.2% | +135.9% |
| 3Y | +573.1% | -8.8% | +581.9% | +563.8% |
| 5Y | +953.6% | +7.8% | +945.9% | +847.3% |
| All | +2,545.5% | +136.1% | +2,409.5% | +1,396.9% |
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