+31.8%
BA vs ED
+129.3%
-97.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | +1.1% | +1.6% | -0.6% | +0.6% |
| 30D | -7.9% | +13.3% | -21.2% | -11.4% |
| 3M | -25.3% | +9.7% | -35.0% | -27.5% |
| 6M | -24.6% | +12.8% | -37.4% | -27.6% |
| YTD | -20.1% | +22.3% | -42.4% | -25.4% |
| 1Y | -11.8% | +26.3% | -38.0% | -18.5% |
| 3Y | -10.1% | +45.0% | -55.2% | -23.6% |
| 5Y | -22.7% | +80.2% | -102.9% | -41.0% |
| All | +31.8% | +129.3% | -97.5% | +1.3% |
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