+1,238.2%
VST vs LOW
+233.4%
+1,004.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | +9.9% | +0.4% | +9.5% | +9.7% |
| 30D | +7.9% | -10.1% | +18.0% | +11.9% |
| 3M | +3.4% | -2.9% | +6.3% | +3.6% |
| 6M | -4.1% | -19.4% | +15.3% | +2.6% |
| YTD | -5.7% | -15.4% | +9.7% | -1.0% |
| 1Y | -18.9% | -24.9% | +6.1% | -11.3% |
| 3Y | +359.1% | -7.8% | +366.9% | +358.4% |
| 5Y | +766.9% | +8.4% | +758.5% | +696.8% |
| All | +1,238.2% | +233.4% | +1,004.8% | +719.5% |
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