+948.7%
VTI vs LOW
+1,472.1%
-523.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.4% | -0.6% | +0.3% | -0.1% |
| 30D | -1.6% | -9.3% | +7.7% | +2.3% |
| 3M | +3.6% | -8.1% | +11.6% | +6.7% |
| 6M | +13.0% | -19.8% | +32.8% | +22.4% |
| YTD | +12.7% | -16.4% | +29.1% | +19.6% |
| 1Y | +18.4% | -24.7% | +43.0% | +30.7% |
| 3Y | +76.4% | -8.8% | +85.3% | +77.3% |
| 5Y | +73.7% | +7.8% | +65.9% | +60.4% |
| 10Y | +302.5% | +233.8% | +68.7% | +118.6% |
| All | +948.7% | +1,472.1% | -523.4% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling