-35.6%
BAX vs ED
+136.7%
-172.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.3% |
| 7D | +3.6% | +2.1% | +1.5% | +2.8% |
| 30D | +8.5% | +12.4% | -3.9% | +3.5% |
| 3M | -4.9% | +13.1% | -18.0% | -9.5% |
| 6M | +47.0% | +14.1% | +32.9% | +39.2% |
| YTD | +38.4% | +23.1% | +15.4% | +26.7% |
| 1Y | +49.1% | +25.4% | +23.7% | +35.3% |
| 3Y | -14.9% | +47.9% | -62.7% | -29.2% |
| 5Y | -63.1% | +81.9% | -145.0% | -72.2% |
| 10Y | -35.6% | +141.3% | -176.9% | -54.7% |
| All | -35.6% | +136.7% | -172.3% | -54.7% |
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