+98.8%
EWY vs LIN
+65.3%
+33.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.2% |
| 7D | -10.2% | +2.0% | -12.2% | -11.0% |
| 30D | -21.5% | +7.9% | -29.3% | -24.0% |
| 3M | -14.7% | +6.3% | -21.0% | -17.1% |
| 6M | -26.8% | +6.5% | -33.3% | -29.4% |
| YTD | +43.2% | +23.6% | +19.6% | +28.0% |
| 1Y | +48.7% | +25.7% | +23.0% | +31.7% |
| 3Y | +147.9% | +35.6% | +112.3% | +108.2% |
| 5Y | +98.8% | +65.9% | +33.0% | +45.6% |
| All | +98.8% | +65.3% | +33.5% | +45.6% |
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