+1,236.8%
EWY vs ED
+897.6%
+339.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +5.2% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +11.7% | -0.1% | +11.8% | +11.6% |
| 3M | -7.4% | +3.9% | -11.3% | -9.8% |
| 6M | +40.6% | -3.0% | +43.6% | +40.4% |
| YTD | +94.3% | +10.7% | +83.6% | +82.5% |
| 1Y | +164.3% | +13.3% | +150.9% | +144.3% |
| 3Y | +221.0% | +34.5% | +186.5% | +166.3% |
| 5Y | +139.1% | +67.1% | +72.0% | +73.7% |
| 10Y | +298.8% | +103.0% | +195.8% | +142.2% |
| All | +1,236.8% | +897.6% | +339.2% | +344.1% |
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