+432.5%
EWZ vs LOW
+2,379.5%
-1,947.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | +6.5% | -1.7% | +8.2% | +7.3% |
| 30D | +4.8% | -7.0% | +11.9% | +8.1% |
| 3M | +9.9% | -0.9% | +10.8% | +9.4% |
| 6M | +1.9% | -20.1% | +22.0% | +11.6% |
| YTD | +20.3% | -13.9% | +34.2% | +26.9% |
| 1Y | +35.6% | -21.1% | +56.8% | +48.2% |
| 3Y | +43.4% | -6.6% | +50.1% | +41.9% |
| 5Y | +55.9% | +9.4% | +46.6% | +37.5% |
| 10Y | +84.2% | +220.5% | -136.3% | -7.5% |
| All | +432.5% | +2,379.5% | -1,947.0% | +10.0% |
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