+97.9%
BAC vs ED
+50.2%
+47.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +3.2% | +2.1% | +1.2% | +3.1% |
| 30D | -0.7% | +10.4% | -11.1% | -1.2% |
| 3M | -20.0% | +12.5% | -32.5% | -20.5% |
| 6M | +3.4% | +14.9% | -11.5% | +2.6% |
| YTD | -5.7% | +24.8% | -30.6% | -7.5% |
| 1Y | -1.4% | +23.8% | -25.3% | -3.2% |
| 3Y | +97.9% | +51.6% | +46.3% | +67.1% |
| All | +97.9% | +50.2% | +47.8% | +67.1% |
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