-19.1%
EWZ vs LOW
-1.4%
-17.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.6% |
| 7D | -1.5% | +7.4% | -8.9% | -1.0% |
| 30D | -24.5% | +24.5% | -49.0% | -23.5% |
| 3M | -10.7% | +3.5% | -14.2% | -9.4% |
| 6M | -19.1% | -2.6% | -16.5% | -15.7% |
| All | -19.1% | -1.4% | -17.7% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling