+2.2%
BP vs ED
+10.4%
-8.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | -11.6% | +1.6% | -13.3% | -11.7% |
| 30D | 0.0% | +13.3% | -13.3% | -1.6% |
| 3M | +6.7% | +9.7% | -3.0% | +5.2% |
| 6M | +2.2% | +12.8% | -10.6% | +2.6% |
| All | +2.2% | +10.4% | -8.3% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling