+8.4%
LOW vs ALL
+117.0%
-108.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.2% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | -10.1% | -4.7% | -5.4% | -9.0% |
| 3M | -2.9% | +18.4% | -21.2% | -7.4% |
| 6M | -19.4% | +20.5% | -39.9% | -23.6% |
| YTD | -15.4% | +23.5% | -39.0% | -20.6% |
| 1Y | -24.9% | +29.0% | -53.9% | -30.5% |
| 3Y | -7.8% | +153.7% | -161.5% | -32.8% |
| 5Y | +8.4% | +114.8% | -106.4% | -15.1% |
| All | +8.4% | +117.0% | -108.6% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling