+226.4%
EWY vs ED
+34.3%
+192.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.2% |
| 7D | +6.7% | -0.2% | +6.8% | +6.6% |
| 30D | +17.0% | +1.9% | +15.0% | +17.7% |
| 3M | +3.7% | +1.9% | +1.8% | +4.2% |
| 6M | +42.5% | -2.3% | +44.7% | +43.0% |
| YTD | +96.2% | +10.9% | +85.3% | +98.7% |
| 1Y | +160.4% | +14.5% | +145.9% | +163.9% |
| All | +226.4% | +34.3% | +192.1% | +211.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling