+233.8%
LOW vs M
-7.1%
+240.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.3% |
| 7D | -0.6% | -4.1% | +3.4% | +0.2% |
| 30D | -9.3% | -13.6% | +4.3% | -6.7% |
| 3M | -8.1% | -2.3% | -5.8% | -7.8% |
| 6M | -19.8% | +21.9% | -41.7% | -23.1% |
| YTD | -16.4% | -0.6% | -15.8% | -16.9% |
| 1Y | -24.7% | +29.7% | -54.4% | -29.1% |
| 3Y | -8.8% | +107.3% | -116.1% | -25.1% |
| 5Y | +7.8% | +20.5% | -12.7% | -6.4% |
| 10Y | +233.8% | -6.1% | +239.9% | +161.9% |
| All | +233.8% | -7.1% | +240.9% | +161.9% |
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