+154.5%
EWT vs ED
+66.4%
+88.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +9.4% | +1.9% | +7.4% | +9.6% |
| 3M | +10.9% | +1.9% | +9.0% | +11.0% |
| 6M | +57.9% | -2.3% | +60.2% | +58.0% |
| YTD | +75.9% | +10.9% | +65.0% | +76.2% |
| 1Y | +89.7% | +14.5% | +75.2% | +89.9% |
| 3Y | +200.9% | +33.4% | +167.5% | +191.9% |
| 5Y | +154.5% | +67.3% | +87.2% | +147.4% |
| All | +154.5% | +66.4% | +88.1% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling