+1,187.3%
VUG vs LOW
+1,135.6%
+51.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.5% | +1.4% | +1.1% | +1.9% |
| 30D | -6.3% | +21.7% | -28.0% | -14.0% |
| 3M | -6.0% | +5.0% | -11.1% | -8.5% |
| 6M | -3.5% | +4.6% | -8.1% | -6.5% |
| YTD | +3.9% | -3.5% | +7.4% | +3.4% |
| 1Y | +5.1% | +0.5% | +4.6% | +2.5% |
| 3Y | +77.9% | +24.8% | +53.1% | +55.1% |
| 5Y | +62.4% | +6.5% | +56.0% | +50.1% |
| 10Y | +399.4% | +294.6% | +104.8% | +151.3% |
| All | +1,187.3% | +1,135.6% | +51.6% | +244.5% |
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 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