+1,244.2%
EWY vs LOW
+2,274.8%
-1,030.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.3% |
| 7D | +8.0% | +0.4% | +7.7% | +7.9% |
| 30D | +14.3% | -10.1% | +24.4% | +19.5% |
| 3M | +2.3% | -2.9% | +5.2% | +2.8% |
| 6M | +49.9% | -19.4% | +69.3% | +62.9% |
| YTD | +95.3% | -15.4% | +110.8% | +107.5% |
| 1Y | +161.7% | -24.9% | +186.7% | +191.2% |
| 3Y | +230.2% | -7.8% | +238.0% | +230.4% |
| 5Y | +148.1% | +8.4% | +139.7% | +125.4% |
| 10Y | +293.2% | +226.8% | +66.4% | +103.2% |
| All | +1,244.2% | +2,274.8% | -1,030.6% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling