+303.5%
EWY vs LOW
+233.5%
+70.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -3.7% | +3.7% | +1.4% |
| 30D | +7.3% | -8.9% | +16.2% | +11.1% |
| 3M | -5.1% | -10.4% | +5.3% | -1.7% |
| 6M | +42.1% | -19.4% | +61.5% | +53.2% |
| YTD | +94.1% | -17.1% | +111.2% | +106.6% |
| 1Y | +147.8% | -26.3% | +174.1% | +175.0% |
| 3Y | +222.9% | -9.9% | +232.8% | +225.9% |
| 5Y | +150.6% | +6.1% | +144.5% | +131.3% |
| All | +303.5% | +233.5% | +70.0% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling