+414.3%
VUG vs LOW
+233.5%
+180.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.5% | -3.7% | +3.2% | +1.1% |
| 30D | -1.0% | -8.9% | +7.9% | +2.8% |
| 3M | +3.5% | -10.4% | +13.9% | +7.8% |
| 6M | +14.2% | -19.4% | +33.6% | +23.8% |
| YTD | +8.5% | -17.1% | +25.6% | +15.6% |
| 1Y | +12.9% | -26.3% | +39.1% | +26.2% |
| 3Y | +85.6% | -9.9% | +95.5% | +86.1% |
| 5Y | +78.1% | +6.1% | +72.0% | +64.1% |
| All | +414.3% | +233.5% | +180.8% | +210.6% |
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