+227.1%
LOW vs A
+247.2%
-20.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -2.6% | -4.6% | +1.9% | -0.5% |
| 30D | -11.1% | -4.3% | -6.9% | -9.5% |
| 3M | -8.5% | +8.9% | -17.5% | -12.4% |
| 6M | -20.8% | +24.5% | -45.4% | -29.6% |
| YTD | -17.2% | +5.8% | -23.0% | -20.7% |
| 1Y | -24.7% | +16.2% | -41.0% | -31.6% |
| 3Y | -9.7% | +28.5% | -38.2% | -24.8% |
| 5Y | +6.0% | -16.3% | +22.3% | +8.7% |
| All | +227.1% | +247.2% | -20.0% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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