+50.3%
EWZ vs LOW
+328.1%
-277.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +0.6% |
| 7D | +1.4% | +6.4% | -5.0% | -1.2% |
| 30D | -25.1% | +25.6% | -50.7% | -31.9% |
| 3M | -7.7% | +4.6% | -12.3% | -9.9% |
| 6M | -15.8% | +2.5% | -18.4% | -17.6% |
| YTD | +3.6% | -1.6% | +5.3% | +2.7% |
| 1Y | +5.5% | +1.7% | +3.8% | +2.8% |
| 3Y | +22.1% | +29.4% | -7.3% | +4.3% |
| 5Y | +58.3% | +9.6% | +48.7% | +40.8% |
| 10Y | +50.3% | +313.3% | -263.1% | -26.8% |
| All | +50.3% | +328.1% | -277.8% | -26.8% |
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