+23.4%
BA vs ED
+143.7%
-120.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -0.6% | -1.7% | +1.2% | 0.0% |
| 30D | -8.0% | +10.7% | -18.7% | -10.9% |
| 3M | -25.8% | +11.6% | -37.4% | -28.4% |
| 6M | -27.6% | +13.5% | -41.1% | -30.6% |
| YTD | -21.0% | +23.1% | -44.1% | -26.4% |
| 1Y | -12.3% | +23.1% | -35.3% | -18.3% |
| 3Y | -12.8% | +47.9% | -60.7% | -26.6% |
| 5Y | -22.4% | +83.9% | -106.2% | -41.5% |
| All | +23.4% | +143.7% | -120.4% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling