+431.5%
LIN vs VWO
+111.9%
+319.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.1% | +2.0% | +0.1% | +0.8% |
| 30D | +6.8% | -4.3% | +11.0% | +9.5% |
| 3M | +10.4% | -6.4% | +16.8% | +14.6% |
| 6M | +3.2% | -5.6% | +8.8% | +6.0% |
| YTD | +24.6% | +5.2% | +19.4% | +18.3% |
| 1Y | +24.4% | +5.2% | +19.2% | +18.0% |
| 3Y | +36.7% | +55.5% | -18.8% | -3.3% |
| 5Y | +67.0% | +25.6% | +41.4% | +37.3% |
| All | +431.5% | +111.9% | +319.6% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling