+1,024.4%
VRT vs LOW
+8.3%
+1,016.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.6% |
| 7D | +13.6% | +0.4% | +13.2% | +13.4% |
| 30D | +6.8% | -10.1% | +16.9% | +12.7% |
| 3M | -3.2% | -2.9% | -0.4% | -3.4% |
| 6M | +20.3% | -19.4% | +39.7% | +33.8% |
| YTD | +79.6% | -15.4% | +95.0% | +92.3% |
| 1Y | +139.0% | -24.9% | +163.9% | +174.2% |
| 3Y | +644.6% | -7.8% | +652.4% | +604.5% |
| 5Y | +1,024.4% | +8.4% | +1,016.0% | +811.2% |
| All | +1,024.4% | +8.3% | +1,016.1% | +811.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling