+502.6%
EWT vs ED
+109.0%
+393.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | +4.8% | +0.1% | +4.7% | +4.8% |
| 3M | +11.1% | 0.0% | +11.1% | +11.0% |
| 6M | +54.6% | -2.5% | +57.1% | +54.7% |
| YTD | +71.4% | +10.1% | +61.3% | +68.9% |
| 1Y | +82.1% | +13.6% | +68.5% | +78.5% |
| 3Y | +193.2% | +32.4% | +160.8% | +176.7% |
| 5Y | +146.1% | +69.9% | +76.2% | +120.2% |
| All | +502.6% | +109.0% | +393.6% | +403.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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