+226.8%
LOW vs FE
+113.1%
+113.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.4% | +0.6% | -0.3% | +0.1% |
| 30D | -10.1% | -2.1% | -7.9% | -9.4% |
| 3M | -2.9% | +2.6% | -5.5% | -3.8% |
| 6M | -19.4% | -6.8% | -12.6% | -17.4% |
| YTD | -15.4% | +6.9% | -22.3% | -17.5% |
| 1Y | -24.9% | +11.6% | -36.5% | -28.0% |
| 3Y | -7.8% | +47.7% | -55.5% | -21.1% |
| 5Y | +8.4% | +46.2% | -37.8% | -7.5% |
| 10Y | +226.8% | +109.2% | +117.6% | +183.8% |
| All | +226.8% | +113.1% | +113.7% | +183.8% |
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