+644.6%
VRT vs LOW
-8.4%
+653.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.2% |
| 7D | +13.6% | +0.4% | +13.2% | +13.5% |
| 30D | +6.8% | -10.1% | +16.9% | +9.8% |
| 3M | -3.2% | -2.9% | -0.4% | -3.5% |
| 6M | +20.3% | -19.4% | +39.7% | +28.3% |
| YTD | +79.6% | -15.4% | +95.0% | +87.3% |
| 1Y | +139.0% | -24.9% | +163.9% | +161.0% |
| 3Y | +644.6% | -7.8% | +652.4% | +606.0% |
| All | +644.6% | -8.4% | +653.0% | +606.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling