-10.6%
BA vs ED
+48.1%
-58.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.4% |
| 7D | -0.1% | +5.2% | -5.2% | +0.8% |
| 30D | -9.1% | +15.5% | -24.6% | -6.7% |
| 3M | -28.2% | +13.0% | -41.2% | -26.5% |
| 6M | -23.1% | +13.1% | -36.2% | -21.3% |
| YTD | -20.6% | +25.3% | -45.8% | -16.6% |
| 1Y | -12.7% | +30.5% | -43.3% | -7.4% |
| All | -10.6% | +48.1% | -58.7% | -5.3% |
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 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