+502.5%
EWT vs ED
+1,125.7%
-623.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | +9.1% | +2.1% | +7.1% | +8.5% |
| 30D | -12.2% | +10.4% | -22.6% | -15.0% |
| 3M | -9.4% | +12.5% | -22.0% | -12.9% |
| 6M | +2.7% | +14.9% | -12.3% | -2.3% |
| YTD | +53.3% | +24.8% | +28.5% | +41.5% |
| 1Y | +59.2% | +23.8% | +35.3% | +47.1% |
| 3Y | +157.1% | +51.6% | +105.4% | +116.5% |
| 5Y | +119.6% | +86.4% | +33.2% | +68.5% |
| 10Y | +446.9% | +145.4% | +301.5% | +248.3% |
| All | +502.5% | +1,125.7% | -623.2% | +144.5% |
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