+112.8%
BP vs ED
+85.1%
+27.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +3.8% | +2.1% | +1.7% | +3.5% |
| 30D | -5.3% | +10.4% | -15.7% | -6.6% |
| 3M | +9.3% | +12.5% | -3.3% | +7.5% |
| 6M | +7.2% | +14.9% | -7.7% | +5.2% |
| YTD | +38.0% | +24.8% | +13.2% | +34.0% |
| 1Y | +33.2% | +23.8% | +9.4% | +29.5% |
| 3Y | +50.3% | +51.6% | -1.4% | +39.0% |
| All | +112.8% | +85.1% | +27.7% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling