+7.8%
LOW vs A
-16.2%
+24.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -0.6% | -4.4% | +3.8% | +1.1% |
| 30D | -9.3% | -2.7% | -6.6% | -8.4% |
| 3M | -8.1% | +7.0% | -15.1% | -10.8% |
| 6M | -19.8% | +24.6% | -44.4% | -27.3% |
| YTD | -16.4% | +7.0% | -23.4% | -19.5% |
| 1Y | -24.7% | +15.6% | -40.2% | -30.2% |
| 3Y | -8.8% | +29.9% | -38.7% | -22.5% |
| 5Y | +7.8% | -15.4% | +23.2% | +6.7% |
| All | +7.8% | -16.2% | +24.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling