+83.6%
EEM vs LOW
-10.3%
+93.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | -0.7% | -2.6% | +1.9% | -0.1% |
| 30D | +2.4% | -11.1% | +13.5% | +5.2% |
| 3M | +4.2% | -8.5% | +12.7% | +6.0% |
| 6M | +14.8% | -20.8% | +35.6% | +21.2% |
| YTD | +23.1% | -17.2% | +40.3% | +28.2% |
| 1Y | +32.5% | -24.7% | +57.3% | +41.6% |
| All | +83.6% | -10.3% | +93.9% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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