+292.5%
LOW vs EW
+249.9%
+42.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.1% | +4.9% | -4.8% | -1.4% |
| 30D | +21.3% | +24.1% | -2.8% | +13.5% |
| 3M | +6.0% | +13.7% | -7.7% | +1.7% |
| 6M | +2.6% | +32.7% | -30.1% | -6.3% |
| YTD | -3.6% | +24.1% | -27.7% | -10.5% |
| 1Y | -1.0% | +23.6% | -24.6% | -7.9% |
| 3Y | +24.2% | +64.8% | -40.6% | -1.0% |
| 5Y | +6.3% | -8.8% | +15.1% | +2.9% |
| All | +292.5% | +249.9% | +42.6% | +168.9% |
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