+251.7%
BAC vs ED
+132.0%
+119.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -6.9% | +11.6% | -18.5% | -10.0% |
| 3M | -19.6% | +10.5% | -30.1% | -22.0% |
| 6M | -0.5% | +13.2% | -13.7% | -4.4% |
| YTD | -6.6% | +22.1% | -28.8% | -12.8% |
| 1Y | -3.0% | +24.2% | -27.1% | -10.0% |
| 3Y | +97.3% | +46.9% | +50.4% | +69.3% |
| 5Y | +21.9% | +80.8% | -58.9% | -4.1% |
| 10Y | +251.7% | +134.3% | +117.4% | +217.9% |
| All | +251.7% | +132.0% | +119.6% | +217.9% |
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