+49.1%
BAX vs ED
+24.7%
+24.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +9.0% | -0.1% | +9.1% | +9.0% |
| 30D | +8.5% | +11.6% | -3.1% | +6.8% |
| 3M | -4.1% | +10.5% | -14.6% | -5.4% |
| 6M | +46.9% | +13.2% | +33.7% | +44.2% |
| YTD | +38.4% | +22.1% | +16.3% | +34.9% |
| All | +49.1% | +24.7% | +24.3% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling