+164.3%
EWY vs LOW
-20.7%
+185.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | +4.8% | -1.7% | +6.5% | +5.2% |
| 30D | +11.7% | -7.0% | +18.7% | +13.2% |
| 3M | -7.4% | -0.9% | -6.5% | -7.9% |
| 6M | +40.6% | -20.1% | +60.6% | +48.0% |
| YTD | +94.3% | -13.9% | +108.2% | +105.8% |
| 1Y | +164.3% | -21.1% | +185.4% | +177.5% |
| All | +164.3% | -20.7% | +185.0% | +177.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling