+98.5%
EWY vs LIN
+67.2%
+31.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +4.2% | +2.1% | +2.1% | +3.4% |
| 30D | -10.7% | +6.8% | -17.4% | -13.1% |
| 3M | -20.1% | +10.4% | -30.4% | -23.5% |
| 6M | -24.3% | +3.2% | -27.5% | -25.8% |
| YTD | +46.9% | +24.6% | +22.3% | +30.9% |
| 1Y | +55.2% | +24.4% | +30.8% | +38.3% |
| 3Y | +157.0% | +36.7% | +120.2% | +115.0% |
| All | +98.5% | +67.2% | +31.4% | +43.4% |
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 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