+6,158.5%
LOW vs FE
+563.2%
+5,595.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | +24.5% | +5.2% | +19.3% | +22.3% |
| 3M | +3.5% | 0.0% | +3.5% | +3.5% |
| 6M | -2.6% | +5.0% | -7.6% | -4.2% |
| YTD | -4.8% | +7.9% | -12.7% | -7.5% |
| 1Y | -0.8% | +6.3% | -7.1% | -3.1% |
| 3Y | +22.8% | +46.0% | -23.2% | +6.0% |
| 5Y | +5.3% | +45.6% | -40.3% | -9.7% |
| 10Y | +309.5% | +109.3% | +200.2% | +199.2% |
| All | +6,158.5% | +563.2% | +5,595.3% | +2,348.9% |
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 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