+4.1%
EWZ vs LOW
+2.0%
+2.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.5% |
| 7D | +1.4% | +6.4% | -5.0% | +0.6% |
| 30D | -25.1% | +25.6% | -50.7% | -27.4% |
| 3M | -7.7% | +4.6% | -12.3% | -7.4% |
| 6M | -15.8% | +2.5% | -18.4% | -14.7% |
| YTD | +3.6% | -1.6% | +5.3% | +5.9% |
| All | +4.1% | +2.0% | +2.2% | +6.5% |
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