-10.0%
LOW vs EFV
+88.2%
-98.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -2.6% | -2.0% | -0.6% | -1.1% |
| 30D | -11.1% | -0.2% | -11.0% | -11.0% |
| 3M | -8.5% | +9.1% | -17.6% | -14.5% |
| 6M | -20.8% | +11.7% | -32.5% | -27.3% |
| YTD | -17.2% | +17.0% | -34.3% | -26.9% |
| 1Y | -24.7% | +26.7% | -51.4% | -37.4% |
| All | -10.0% | +88.2% | -98.2% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling