+608.4%
VST vs LOW
+6.6%
+601.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +6.6% | +1.4% | +5.2% | +6.2% |
| 30D | -12.4% | +21.7% | -34.1% | -17.8% |
| 3M | -9.0% | +5.0% | -14.0% | -10.7% |
| 6M | -6.4% | +4.6% | -11.0% | -8.6% |
| YTD | -17.2% | -3.5% | -13.7% | -17.0% |
| 1Y | -22.0% | +0.5% | -22.6% | -23.2% |
| 3Y | +296.7% | +24.8% | +271.9% | +255.2% |
| All | +608.4% | +6.6% | +601.8% | +542.9% |
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