+946.2%
EWY vs ED
+1,008.2%
-62.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | -13.1% | +11.2% | -24.3% | -17.3% |
| 3M | -11.6% | +11.8% | -23.4% | -16.2% |
| 6M | -23.4% | +14.1% | -37.4% | -28.7% |
| YTD | +52.0% | +23.0% | +29.1% | +36.0% |
| 1Y | +58.6% | +23.7% | +34.9% | +41.3% |
| 3Y | +163.3% | +47.7% | +115.6% | +109.4% |
| 5Y | +108.7% | +82.6% | +26.1% | +46.0% |
| 10Y | +237.8% | +141.8% | +96.0% | +87.2% |
| All | +946.2% | +1,008.2% | -62.0% | +230.9% |
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