+56.7%
BDX vs EFV
+169.9%
-113.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -2.8% |
| 30D | -2.5% | +0.6% | -3.2% | -2.8% |
| 3M | +21.4% | +7.5% | +13.9% | +17.0% |
| 6M | +10.4% | +13.0% | -2.6% | +3.5% |
| YTD | +18.8% | +18.3% | +0.5% | +8.8% |
| 1Y | +21.7% | +26.7% | -5.0% | +7.7% |
| 3Y | -10.0% | +89.6% | -99.5% | -34.9% |
| 5Y | -1.8% | +98.2% | -100.0% | -31.3% |
| All | +56.7% | +169.9% | -113.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling