+1,821.9%
BA vs ED
+2,217.3%
-395.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.3% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | -11.6% | -0.1% | -11.5% | -11.6% |
| 3M | -2.4% | +3.9% | -6.3% | -4.1% |
| 6M | -6.6% | -3.0% | -3.6% | -5.9% |
| YTD | -2.2% | +10.7% | -12.9% | -6.6% |
| 1Y | -8.0% | +13.3% | -21.4% | -13.2% |
| 3Y | -5.0% | +34.5% | -39.5% | -18.7% |
| 5Y | -2.7% | +67.1% | -69.9% | -25.1% |
| 10Y | +75.9% | +103.0% | -27.2% | +21.9% |
| All | +1,821.9% | +2,217.3% | -395.4% | +360.0% |
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