+233.8%
LOW vs ALL
+359.1%
-125.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | -2.2% | +1.6% | +0.3% |
| 30D | -9.3% | -5.6% | -3.7% | -7.1% |
| 3M | -8.1% | +17.2% | -25.3% | -14.8% |
| 6M | -19.8% | +23.2% | -43.0% | -27.4% |
| YTD | -16.4% | +23.6% | -40.0% | -24.8% |
| 1Y | -24.7% | +29.2% | -53.8% | -33.8% |
| 3Y | -8.8% | +153.8% | -162.7% | -45.1% |
| 5Y | +7.8% | +116.1% | -108.3% | -31.6% |
| 10Y | +233.8% | +364.8% | -131.0% | +39.4% |
| All | +233.8% | +359.1% | -125.2% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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