+831.8%
EWY vs LIN
+3,603.7%
-2,771.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.7% | -12.8% | -13.0% |
| 7D | -18.6% | +3.6% | -22.2% | -20.6% |
| 30D | -29.4% | +6.4% | -35.8% | -32.3% |
| 3M | -22.2% | +6.5% | -28.7% | -25.7% |
| 6M | -24.1% | +4.9% | -29.0% | -27.3% |
| YTD | +35.4% | +23.4% | +12.0% | +15.9% |
| 1Y | +39.3% | +26.3% | +13.0% | +17.1% |
| 3Y | +137.0% | +38.0% | +99.0% | +84.9% |
| 5Y | +83.9% | +68.0% | +15.9% | +23.0% |
| 10Y | +192.4% | +437.1% | -244.7% | -15.3% |
| All | +831.8% | +3,603.7% | -2,771.8% | +11.6% |
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 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