+809.2%
LOW vs EFV
+256.4%
+552.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | +0.4% | +1.0% | -0.6% | -0.4% |
| 30D | -10.1% | +0.2% | -10.3% | -10.2% |
| 3M | -2.9% | +9.6% | -12.5% | -9.4% |
| 6M | -19.4% | +14.0% | -33.4% | -27.0% |
| YTD | -15.4% | +18.5% | -33.9% | -25.7% |
| 1Y | -24.9% | +27.9% | -52.8% | -37.8% |
| 3Y | -7.8% | +92.4% | -100.3% | -44.2% |
| 5Y | +8.4% | +97.2% | -88.8% | -35.9% |
| 10Y | +226.8% | +163.0% | +63.8% | +57.7% |
| All | +809.2% | +256.4% | +552.8% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling