+632.2%
VRT vs LOW
+10.1%
+622.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -17.7% | +8.7% | -26.4% | -21.2% |
| 30D | -20.0% | +25.5% | -45.5% | -29.3% |
| 3M | -28.1% | +6.6% | -34.7% | -31.0% |
| 6M | -42.8% | +2.4% | -45.3% | -44.6% |
| YTD | +20.0% | -1.7% | +21.7% | +18.1% |
| 1Y | +3.5% | +1.7% | +1.8% | -0.7% |
| 3Y | +366.1% | +26.6% | +339.5% | +252.8% |
| 5Y | +632.2% | +10.1% | +622.0% | +501.2% |
| All | +632.2% | +10.1% | +622.1% | +501.2% |
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