+1,978.7%
VRT vs LOW
+177.0%
+1,801.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | -13.7% | +25.6% | -39.3% | -23.6% |
| 3M | -26.7% | +5.3% | -32.0% | -29.4% |
| 6M | -43.8% | +3.7% | -47.6% | -46.2% |
| YTD | +27.6% | -1.9% | +29.4% | +25.1% |
| 1Y | +15.5% | +0.6% | +14.9% | +11.4% |
| 3Y | +395.6% | +26.4% | +369.2% | +306.1% |
| 5Y | +677.3% | +10.1% | +667.2% | +582.2% |
| All | +1,978.7% | +177.0% | +1,801.6% | +975.6% |
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