+1,064.4%
BAC vs ED
+2,460.7%
-1,396.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.4% |
| 7D | -1.2% | +1.6% | -2.8% | -2.0% |
| 30D | -7.7% | +13.3% | -21.0% | -13.1% |
| 3M | -21.2% | +9.7% | -30.9% | -24.7% |
| 6M | -6.8% | +12.8% | -19.6% | -12.4% |
| YTD | -8.7% | +22.3% | -31.0% | -18.0% |
| 1Y | -5.3% | +26.3% | -31.6% | -16.4% |
| 3Y | +87.4% | +45.0% | +42.4% | +51.2% |
| 5Y | +18.9% | +80.2% | -61.3% | -15.6% |
| 10Y | +273.3% | +129.9% | +143.4% | +120.4% |
| All | +1,064.4% | +2,460.7% | -1,396.3% | +89.4% |
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