-21.1%
LOW vs EWT
+99.0%
-120.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | -1.7% | +4.0% | -5.7% | -2.1% |
| 30D | -7.0% | +10.3% | -17.3% | -8.1% |
| 3M | -0.9% | +6.1% | -7.0% | -1.6% |
| 6M | -20.1% | +56.6% | -76.7% | -29.5% |
| YTD | -13.9% | +76.6% | -90.5% | -25.2% |
| 1Y | -21.1% | +97.9% | -119.0% | -32.8% |
| All | -21.1% | +99.0% | -120.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling