+5.2%
LOW vs BR
+8.0%
-2.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -3.0% | -0.8% | -2.5% |
| 30D | -8.9% | -0.3% | -8.6% | -8.9% |
| 3M | -10.4% | +17.3% | -27.7% | -16.9% |
| 6M | -19.4% | -6.7% | -12.7% | -17.4% |
| YTD | -17.1% | -23.4% | +6.3% | -6.7% |
| 1Y | -26.3% | -32.7% | +6.4% | -11.3% |
| 3Y | -9.9% | -5.9% | -4.0% | -10.6% |
| All | +5.2% | +8.0% | -2.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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