+49.1%
BAX vs ED
+25.7%
+23.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | +3.6% | +2.1% | +1.5% | +3.3% |
| 30D | +8.5% | +12.4% | -3.9% | +6.8% |
| 3M | -4.9% | +13.1% | -18.0% | -6.4% |
| 6M | +47.0% | +14.1% | +32.9% | +44.1% |
| YTD | +38.4% | +23.1% | +15.4% | +34.8% |
| 1Y | +49.1% | +25.4% | +23.7% | +44.8% |
| All | +49.1% | +25.7% | +23.5% | +44.8% |
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