-33.9%
BAX vs ED
+132.0%
-165.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +9.0% | -0.1% | +9.1% | +9.0% |
| 30D | +8.5% | +11.6% | -3.1% | +3.8% |
| 3M | -4.1% | +10.5% | -14.6% | -8.0% |
| 6M | +46.9% | +13.2% | +33.7% | +39.6% |
| YTD | +38.4% | +22.1% | +16.3% | +27.1% |
| 1Y | +47.0% | +24.2% | +22.9% | +34.0% |
| 3Y | -14.9% | +46.9% | -61.9% | -29.0% |
| 5Y | -62.5% | +80.8% | -143.3% | -71.6% |
| 10Y | -33.9% | +134.3% | -168.2% | -52.2% |
| All | -33.9% | +132.0% | -165.9% | -52.2% |
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