+62.4%
EWY vs LIN
+27.8%
+34.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -1.4% |
| 7D | -8.3% | +3.3% | -11.6% | -7.8% |
| 30D | -20.5% | +8.8% | -29.3% | -19.6% |
| 3M | -11.1% | +8.6% | -19.7% | -10.1% |
| 6M | -7.0% | +7.0% | -14.0% | -6.1% |
| YTD | +56.5% | +24.3% | +32.2% | +59.7% |
| 1Y | +62.4% | +27.3% | +35.2% | +71.3% |
| All | +62.4% | +27.8% | +34.6% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling