+292.5%
LOW vs FE
+123.7%
+168.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +21.3% | +3.9% | +17.4% | +19.7% |
| 3M | +6.0% | -0.1% | +6.1% | +6.1% |
| 6M | +2.6% | +6.1% | -3.5% | +0.4% |
| YTD | -3.6% | +8.1% | -11.7% | -6.4% |
| 1Y | -1.0% | +4.4% | -5.4% | -2.7% |
| 3Y | +24.2% | +49.0% | -24.8% | +5.8% |
| 5Y | +6.3% | +46.1% | -39.8% | -9.5% |
| All | +292.5% | +123.7% | +168.8% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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