+5.2%
LOW vs M
+28.6%
-23.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -1.4% |
| 7D | -3.7% | -4.2% | +0.5% | -3.0% |
| 30D | -8.9% | -7.2% | -1.7% | -7.6% |
| 3M | -10.4% | -11.1% | +0.7% | -8.5% |
| 6M | -19.4% | +28.8% | -48.2% | -23.7% |
| YTD | -17.1% | +2.0% | -19.2% | -18.2% |
| 1Y | -26.3% | +31.3% | -57.5% | -30.9% |
| 3Y | -9.9% | +119.1% | -129.0% | -28.2% |
| All | +5.2% | +28.6% | -23.4% | -8.4% |
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