-64.2%
BAX vs ED
+85.1%
-149.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +0.1% | +2.1% | -2.0% | -0.6% |
| 30D | +4.1% | +10.4% | -6.3% | +0.6% |
| 3M | -4.5% | +12.5% | -17.1% | -8.4% |
| 6M | +49.2% | +14.9% | +34.3% | +42.1% |
| YTD | +35.2% | +24.8% | +10.4% | +24.6% |
| 1Y | +38.3% | +23.8% | +14.5% | +27.6% |
| 3Y | -19.0% | +51.6% | -70.7% | -33.0% |
| All | -64.2% | +85.1% | -149.3% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling