+393.0%
EFA vs LOW
+1,388.6%
-995.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -0.7% | -10.1% | +9.4% | +3.3% |
| 3M | +6.4% | -2.9% | +9.3% | +7.1% |
| 6M | +11.4% | -19.4% | +30.8% | +20.0% |
| YTD | +14.0% | -15.4% | +29.4% | +20.2% |
| 1Y | +20.2% | -24.9% | +45.2% | +32.4% |
| 3Y | +68.2% | -7.8% | +76.0% | +68.5% |
| 5Y | +54.8% | +8.4% | +46.4% | +42.6% |
| 10Y | +142.4% | +226.8% | -84.4% | +33.5% |
| All | +393.0% | +1,388.6% | -995.6% | +29.2% |
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