+142.8%
EFA vs LOW
+233.5%
-90.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.5% | -3.7% | +2.2% | -0.3% |
| 30D | -1.7% | -8.9% | +7.2% | +1.3% |
| 3M | +3.5% | -10.4% | +13.9% | +6.9% |
| 6M | +9.5% | -19.4% | +28.9% | +16.8% |
| YTD | +12.9% | -17.1% | +30.0% | +19.0% |
| 1Y | +18.2% | -26.3% | +44.5% | +29.3% |
| 3Y | +64.8% | -9.9% | +74.7% | +66.4% |
| 5Y | +53.9% | +6.1% | +47.8% | +44.4% |
| All | +142.8% | +233.5% | -90.7% | +61.0% |
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 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