+7.8%
LOW vs EW
-29.9%
+37.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.6% | -5.1% | +4.5% | +0.5% |
| 30D | -9.3% | -6.4% | -2.9% | -8.0% |
| 3M | -8.1% | -1.6% | -6.5% | -7.8% |
| 6M | -19.8% | +2.3% | -22.0% | -20.3% |
| YTD | -16.4% | +1.1% | -17.5% | -16.8% |
| 1Y | -24.7% | +8.0% | -32.7% | -26.2% |
| 3Y | -8.8% | +16.3% | -25.2% | -16.1% |
| 5Y | +7.8% | -29.4% | +37.2% | +11.8% |
| All | +7.8% | -29.9% | +37.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling