+1,336.1%
LOW vs EMB
+128.3%
+1,207.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.4% |
| 30D | +25.6% | +1.5% | +24.1% | +24.0% |
| 3M | +5.3% | -1.6% | +6.9% | +7.1% |
| 6M | +3.7% | -1.5% | +5.2% | +5.5% |
| YTD | -1.9% | -0.1% | -1.8% | -1.3% |
| 1Y | +0.6% | +0.5% | 0.0% | +0.7% |
| 3Y | +26.4% | +30.2% | -3.8% | +1.4% |
| 5Y | +10.1% | +8.6% | +1.5% | +2.7% |
| 10Y | +301.3% | +36.9% | +264.4% | +229.3% |
| All | +1,336.1% | +128.3% | +1,207.8% | +810.7% |
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