+518.2%
BDX vs EFV
+253.2%
+265.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -4.1% | -0.5% | -3.6% | -3.9% |
| 30D | +0.1% | 0.0% | +0.1% | +0.1% |
| 3M | +18.3% | +8.4% | +9.8% | +14.1% |
| 6M | +10.1% | +12.3% | -2.2% | +4.4% |
| YTD | +19.4% | +17.4% | +2.0% | +11.1% |
| 1Y | +22.3% | +27.1% | -4.8% | +9.9% |
| 3Y | -9.4% | +90.7% | -100.1% | -31.8% |
| 5Y | -2.0% | +95.6% | -97.6% | -27.7% |
| 10Y | +59.6% | +165.3% | -105.7% | +1.7% |
| All | +518.2% | +253.2% | +265.0% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling