+5,562.4%
LOW vs FE
+561.4%
+5,001.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | -1.7% | +1.9% | -3.7% | -2.4% |
| 30D | -7.0% | -1.2% | -5.9% | -6.7% |
| 3M | -0.9% | +3.5% | -4.4% | -2.1% |
| 6M | -20.1% | -6.1% | -14.0% | -18.4% |
| YTD | -13.9% | +7.6% | -21.5% | -16.2% |
| 1Y | -21.1% | +11.9% | -33.1% | -24.5% |
| 3Y | -6.6% | +48.4% | -55.1% | -20.0% |
| 5Y | +9.4% | +44.8% | -35.4% | -6.2% |
| 10Y | +220.5% | +115.9% | +104.6% | +131.1% |
| All | +5,562.4% | +561.4% | +5,001.0% | +2,116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling