+293.0%
LOW vs ALL
+377.9%
-85.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +1.4% | +5.0% | -3.6% | -0.8% |
| 30D | +21.7% | +13.3% | +8.4% | +15.4% |
| 3M | +5.0% | +3.2% | +1.8% | +3.4% |
| 6M | +4.6% | +25.3% | -20.7% | -6.1% |
| YTD | -3.5% | +30.5% | -33.9% | -15.3% |
| 1Y | +0.5% | +29.2% | -28.7% | -11.5% |
| 3Y | +24.8% | +119.1% | -94.3% | -18.3% |
| 5Y | +6.5% | +162.6% | -156.2% | -39.3% |
| All | +293.0% | +377.9% | -85.0% | +65.0% |
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