+18.0%
BAC vs ED
+80.7%
-62.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | -1.2% | +1.6% | -2.8% | -1.5% |
| 30D | -7.7% | +13.3% | -21.0% | -9.9% |
| 3M | -21.2% | +9.7% | -30.9% | -22.6% |
| 6M | -6.8% | +12.8% | -19.6% | -9.2% |
| YTD | -8.7% | +22.3% | -31.0% | -13.0% |
| 1Y | -5.3% | +26.3% | -31.6% | -10.6% |
| 3Y | +87.4% | +45.0% | +42.4% | +64.5% |
| All | +18.0% | +80.7% | -62.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling