+594.1%
EWT vs ED
+986.8%
-392.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +10.3% | -0.1% | +10.4% | +10.3% |
| 3M | +6.1% | +3.9% | +2.2% | +4.3% |
| 6M | +56.6% | -3.0% | +59.7% | +57.1% |
| YTD | +76.6% | +10.7% | +65.9% | +69.5% |
| 1Y | +97.9% | +13.3% | +84.5% | +87.8% |
| 3Y | +198.0% | +34.5% | +163.5% | +160.5% |
| 5Y | +151.8% | +67.1% | +84.6% | +99.5% |
| 10Y | +514.1% | +103.0% | +411.1% | +320.5% |
| All | +594.1% | +986.8% | -392.7% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling