+36.2%
LIN vs VWO
+51.4%
-15.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.6% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | +6.5% | -7.6% | +14.1% | +8.6% |
| 3M | +5.5% | -7.6% | +13.1% | +7.5% |
| 6M | +3.3% | -8.7% | +12.0% | +5.6% |
| YTD | +22.0% | +3.2% | +18.9% | +19.3% |
| 1Y | +25.7% | +3.6% | +22.2% | +22.7% |
| 3Y | +36.2% | +51.8% | -15.6% | +15.1% |
| All | +36.2% | +51.4% | -15.1% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling