+1,462.0%
BA vs ED
+2,522.9%
-1,060.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.9% |
| 7D | -0.1% | +5.2% | -5.2% | -2.0% |
| 30D | -9.1% | +15.5% | -24.6% | -14.1% |
| 3M | -28.2% | +13.0% | -41.2% | -31.7% |
| 6M | -23.1% | +13.1% | -36.2% | -27.1% |
| YTD | -20.6% | +25.3% | -45.8% | -27.7% |
| 1Y | -12.7% | +30.5% | -43.3% | -22.0% |
| 3Y | -11.6% | +49.3% | -60.9% | -27.3% |
| 5Y | -23.1% | +84.6% | -107.7% | -43.0% |
| 10Y | +34.4% | +135.4% | -101.1% | -12.2% |
| All | +1,462.0% | +2,522.9% | -1,060.9% | +255.8% |
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