+875.9%
BAX vs ED
+2,217.3%
-1,341.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.5% |
| 6M | +35.9% | -3.0% | +38.9% | +37.1% |
| YTD | +35.4% | +10.7% | +24.7% | +29.8% |
| 1Y | +9.8% | +13.3% | -3.6% | +4.0% |
| 3Y | -32.7% | +34.5% | -67.2% | -41.0% |
| 5Y | -65.6% | +67.1% | -132.7% | -72.4% |
| 10Y | -34.9% | +103.0% | -138.0% | -52.4% |
| All | +875.9% | +2,217.3% | -1,341.4% | +151.7% |
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