+34.1%
EEM vs LIN
+63.8%
-29.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -8.6% | +7.6% | -16.2% | -11.0% |
| 3M | -7.0% | +6.5% | -13.6% | -9.2% |
| 6M | -9.7% | +6.2% | -15.9% | -12.1% |
| YTD | +12.1% | +23.2% | -11.1% | +2.4% |
| 1Y | +14.1% | +25.4% | -11.3% | +3.3% |
| 3Y | +72.1% | +38.3% | +33.8% | +47.7% |
| 5Y | +34.1% | +64.4% | -30.3% | +2.4% |
| All | +34.1% | +63.8% | -29.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 5y: compounded portfolio wealth divided by compounded LIN 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…
5y analysis · Full analysis span regression · 6 months rolling