+21.7%
BDX vs ED
+13.4%
+8.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -2.5% | -0.4% | -2.1% | -2.5% |
| 3M | +21.4% | +0.5% | +20.9% | +21.6% |
| 6M | +10.4% | -3.1% | +13.6% | +11.1% |
| YTD | +18.8% | +9.8% | +9.0% | +15.7% |
| 1Y | +21.7% | +12.6% | +9.1% | +17.4% |
| All | +21.7% | +13.4% | +8.3% | +17.4% |
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