-10.8%
EEM vs LIN
+6.1%
-16.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.9% |
| 7D | -7.4% | +3.6% | -11.0% | -7.0% |
| 30D | -15.0% | +6.4% | -21.4% | -14.3% |
| 3M | -11.7% | +6.5% | -18.2% | -11.0% |
| 6M | -10.8% | +4.9% | -15.6% | -11.4% |
| All | -10.8% | +6.1% | -16.8% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling