-37.1%
BAX vs ED
+104.2%
-141.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.1% |
| 7D | -2.4% | +0.5% | -3.0% | -2.7% |
| 30D | -9.7% | +1.1% | -10.8% | -10.2% |
| 3M | +29.3% | +4.6% | +24.6% | +26.8% |
| 6M | +40.7% | -2.0% | +42.6% | +41.4% |
| YTD | +30.3% | +11.7% | +18.6% | +24.0% |
| 1Y | +3.4% | +15.7% | -12.3% | -3.3% |
| 3Y | -32.0% | +34.4% | -66.4% | -41.3% |
| 5Y | -66.9% | +67.3% | -134.2% | -74.2% |
| 10Y | -37.1% | +104.0% | -141.1% | -53.9% |
| All | -37.1% | +104.2% | -141.3% | -53.9% |
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