+1,310.4%
LOW vs EMB
+126.5%
+1,183.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.7% |
| 30D | +21.3% | +0.5% | +20.7% | +20.9% |
| 3M | +6.0% | -2.5% | +8.5% | +8.7% |
| 6M | +2.6% | -2.0% | +4.6% | +4.8% |
| YTD | -3.6% | -0.9% | -2.7% | -2.3% |
| 1Y | -1.0% | -0.3% | -0.6% | -0.1% |
| 3Y | +24.2% | +29.2% | -5.0% | +0.3% |
| 5Y | +6.3% | +7.4% | -1.1% | +0.1% |
| 10Y | +294.1% | +35.8% | +258.3% | +225.9% |
| All | +1,310.4% | +126.5% | +1,183.9% | +801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling