+6,216.9%
BDX vs ED
+2,474.3%
+3,742.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.5% | -0.9% | +3.5% | +2.9% |
| 30D | +13.6% | +11.2% | +2.4% | +9.6% |
| 3M | +18.9% | +11.8% | +7.2% | +14.5% |
| 6M | +51.8% | +14.1% | +37.7% | +45.1% |
| YTD | +43.3% | +23.0% | +20.4% | +33.3% |
| 1Y | +48.0% | +23.7% | +24.3% | +37.3% |
| 3Y | +23.7% | +47.7% | -24.1% | +7.2% |
| 5Y | +24.9% | +82.6% | -57.7% | +0.5% |
| 10Y | +92.2% | +141.8% | -49.5% | +38.4% |
| All | +6,216.9% | +2,474.3% | +3,742.6% | +2,058.2% |
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