-7.8%
LOW vs M
+120.4%
-128.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.3% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | -10.1% | -11.6% | +1.5% | -8.2% |
| 3M | -2.9% | +1.6% | -4.5% | -3.2% |
| 6M | -19.4% | +25.2% | -44.6% | -22.5% |
| YTD | -15.4% | +3.8% | -19.2% | -16.5% |
| 1Y | -24.9% | +36.3% | -61.3% | -29.1% |
| 3Y | -7.8% | +116.3% | -124.2% | -26.5% |
| All | -7.8% | +120.4% | -128.3% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling