+352.2%
EWZ vs LOW
+2,729.9%
-2,377.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +8.7% | -7.3% | -2.4% |
| 30D | -26.2% | +25.5% | -51.6% | -33.5% |
| 3M | -8.6% | +6.6% | -15.2% | -11.9% |
| 6M | -17.0% | +2.4% | -19.5% | -19.1% |
| YTD | +2.2% | -1.7% | +3.9% | +0.9% |
| 1Y | +2.7% | +1.7% | +1.0% | -0.4% |
| 3Y | +18.2% | +26.6% | -8.4% | +1.3% |
| 5Y | +56.0% | +10.1% | +45.9% | +37.0% |
| 10Y | +60.8% | +303.3% | -242.5% | -27.6% |
| All | +352.2% | +2,729.9% | -2,377.7% | -12.5% |
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 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