-7.8%
LOW vs EMB
+30.2%
-38.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.6% |
| 7D | +0.4% | +0.3% | +0.1% | -0.1% |
| 30D | -10.1% | -0.5% | -9.6% | -9.3% |
| 3M | -2.9% | +0.3% | -3.2% | -3.2% |
| 6M | -19.4% | +1.2% | -20.6% | -20.7% |
| YTD | -15.4% | +1.5% | -16.9% | -17.1% |
| 1Y | -24.9% | +4.8% | -29.7% | -30.1% |
| 3Y | -7.8% | +30.4% | -38.2% | -36.2% |
| All | -7.8% | +30.2% | -38.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling