+237.8%
EWY vs LIN
+418.8%
-181.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.7% |
| 7D | -2.8% | +0.3% | -3.2% | -3.0% |
| 30D | -13.1% | +8.0% | -21.2% | -16.8% |
| 3M | -11.6% | +7.7% | -19.3% | -15.4% |
| 6M | -23.4% | +5.1% | -28.4% | -26.1% |
| YTD | +52.0% | +24.7% | +27.3% | +32.4% |
| 1Y | +58.6% | +25.1% | +33.5% | +37.6% |
| 3Y | +163.3% | +36.8% | +126.5% | +113.9% |
| 5Y | +108.7% | +67.9% | +40.8% | +47.2% |
| 10Y | +237.8% | +427.2% | -189.4% | +25.3% |
| All | +237.8% | +418.8% | -181.0% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling