+227.1%
LOW vs EW
+126.7%
+100.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -2.6% | -3.4% | +0.7% | -1.6% |
| 30D | -11.1% | -7.4% | -3.8% | -9.1% |
| 3M | -8.5% | +0.9% | -9.4% | -8.8% |
| 6M | -20.8% | +1.2% | -22.0% | -21.4% |
| YTD | -17.2% | +1.8% | -19.0% | -18.1% |
| 1Y | -24.7% | +10.8% | -35.6% | -27.6% |
| 3Y | -9.7% | +17.1% | -26.9% | -19.0% |
| 5Y | +6.0% | -28.2% | +34.2% | +10.5% |
| All | +227.1% | +126.7% | +100.4% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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