+125.0%
BP vs ED
+104.2%
+20.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | +9.1% | +1.1% | +8.0% | +8.9% |
| 3M | +3.9% | +4.6% | -0.7% | +3.0% |
| 6M | +13.6% | -2.0% | +15.6% | +13.9% |
| YTD | +34.0% | +11.7% | +22.3% | +31.0% |
| 1Y | +39.2% | +15.7% | +23.4% | +35.0% |
| 3Y | +36.4% | +34.4% | +2.1% | +26.8% |
| 5Y | +135.8% | +67.3% | +68.5% | +106.9% |
| 10Y | +125.0% | +104.0% | +21.0% | +93.6% |
| All | +125.0% | +104.2% | +20.8% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling