+155.0%
EWY vs LIN
+37.1%
+117.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -19.8% | +7.6% | -27.4% | -21.2% |
| 3M | -14.4% | +6.5% | -21.0% | -15.8% |
| 6M | -25.3% | +6.2% | -31.5% | -26.8% |
| YTD | +46.2% | +23.2% | +22.9% | +35.0% |
| 1Y | +58.3% | +25.4% | +32.9% | +45.3% |
| 3Y | +155.0% | +38.3% | +116.7% | +126.2% |
| All | +155.0% | +37.1% | +117.9% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling