+127.7%
BP vs ED
+132.0%
-4.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -6.9% | -0.1% | -6.8% | -6.9% |
| 30D | -3.6% | +11.6% | -15.2% | -5.6% |
| 3M | +8.4% | +10.5% | -2.1% | +6.3% |
| 6M | +5.3% | +13.2% | -7.9% | +2.7% |
| YTD | +33.2% | +22.1% | +11.0% | +27.9% |
| 1Y | +28.2% | +24.2% | +4.0% | +22.7% |
| 3Y | +49.2% | +46.9% | +2.3% | +36.4% |
| 5Y | +102.9% | +80.8% | +22.1% | +75.5% |
| 10Y | +127.7% | +134.3% | -6.6% | +96.0% |
| All | +127.7% | +132.0% | -4.4% | +96.0% |
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