+5.6%
LOW vs M
-11.5%
+17.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.2% |
| 7D | +7.4% | -4.3% | +11.7% | +8.4% |
| 30D | +24.5% | +1.3% | +23.2% | +24.2% |
| 3M | +3.5% | -7.4% | +10.8% | +5.0% |
| 6M | -2.6% | +18.3% | -20.9% | -6.3% |
| YTD | -4.8% | +7.6% | -12.4% | -7.1% |
| 1Y | -0.8% | +17.4% | -18.2% | -5.0% |
| 3Y | +22.8% | +108.4% | -85.5% | -1.9% |
| All | +5.6% | -11.5% | +17.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling