+227.5%
LOW vs EFV
+169.9%
+57.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.0% |
| 30D | -8.9% | +0.6% | -9.5% | -9.4% |
| 3M | -10.4% | +7.5% | -17.9% | -16.2% |
| 6M | -19.4% | +13.0% | -32.4% | -28.0% |
| YTD | -17.1% | +18.3% | -35.4% | -29.2% |
| 1Y | -26.3% | +26.7% | -53.0% | -40.9% |
| 3Y | -9.9% | +89.6% | -99.5% | -50.8% |
| 5Y | +6.1% | +98.2% | -92.1% | -45.0% |
| All | +227.5% | +169.9% | +57.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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