+293.0%
LOW vs M
-7.1%
+300.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +1.4% | +7.0% | -5.6% | +0.1% |
| 30D | +21.7% | +8.9% | +12.8% | +19.7% |
| 3M | +5.0% | +4.5% | +0.5% | +4.0% |
| 6M | +4.6% | +36.2% | -31.6% | -1.9% |
| YTD | -3.5% | +15.1% | -18.6% | -6.9% |
| 1Y | +0.5% | +27.4% | -26.9% | -4.9% |
| 3Y | +24.8% | +160.1% | -135.3% | -1.8% |
| 5Y | +6.5% | -1.6% | +8.0% | -3.6% |
| All | +293.0% | -7.1% | +300.1% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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