+869.8%
EWY vs LIN
+3,561.2%
-2,691.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.8% |
| 7D | -10.4% | +0.2% | -10.6% | -10.6% |
| 30D | -25.4% | +6.5% | -31.9% | -28.6% |
| 3M | -16.5% | +5.5% | -22.0% | -19.9% |
| 6M | -24.7% | +3.3% | -28.0% | -27.3% |
| YTD | +40.9% | +22.0% | +18.9% | +21.4% |
| 1Y | +49.8% | +25.7% | +24.1% | +26.2% |
| 3Y | +134.8% | +36.2% | +98.6% | +84.6% |
| 5Y | +91.4% | +66.1% | +25.4% | +28.9% |
| 10Y | +204.3% | +431.0% | -226.7% | -11.2% |
| All | +869.8% | +3,561.2% | -2,691.4% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling