+874.4%
BAX vs ED
+2,460.7%
-1,586.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | +12.1% | +1.6% | +10.5% | +11.4% |
| 30D | +7.6% | +13.3% | -5.7% | +2.6% |
| 3M | -4.5% | +9.7% | -14.2% | -7.9% |
| 6M | +52.0% | +12.8% | +39.2% | +45.0% |
| YTD | +35.1% | +22.3% | +12.8% | +24.6% |
| 1Y | +43.7% | +26.3% | +17.4% | +30.8% |
| 3Y | -20.9% | +45.0% | -66.0% | -32.5% |
| 5Y | -63.5% | +80.2% | -143.7% | -71.6% |
| 10Y | -36.0% | +129.9% | -165.8% | -55.4% |
| All | +874.4% | +2,460.7% | -1,586.3% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling