+1,159.8%
LOW vs EMB
+132.1%
+1,027.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -7.0% | -0.3% | -6.7% | -6.8% |
| 3M | -0.9% | -0.4% | -0.5% | -0.4% |
| 6M | -20.1% | +0.1% | -20.2% | -19.9% |
| YTD | -13.9% | +1.6% | -15.5% | -14.8% |
| 1Y | -21.1% | +5.6% | -26.8% | -24.7% |
| 3Y | -6.6% | +29.8% | -36.5% | -25.1% |
| 5Y | +9.4% | +7.3% | +2.1% | +2.6% |
| 10Y | +220.5% | +30.4% | +190.1% | +166.6% |
| All | +1,159.8% | +132.1% | +1,027.6% | +685.5% |
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