-65.8%
BAX vs ED
+67.1%
-132.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.5% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | -5.5% | -0.1% | -5.3% | -5.5% |
| 3M | +33.5% | +3.9% | +29.6% | +31.7% |
| 6M | +35.9% | -3.0% | +38.9% | +36.9% |
| YTD | +35.4% | +10.7% | +24.7% | +30.1% |
| 1Y | +9.8% | +13.3% | -3.6% | +4.3% |
| 3Y | -32.7% | +34.5% | -67.2% | -41.6% |
| All | -65.8% | +67.1% | -132.9% | -72.1% |
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