+1,335.7%
BP vs ED
+2,217.3%
-881.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.0% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | +7.6% | -0.1% | +7.8% | +7.6% |
| 3M | +0.7% | +3.9% | -3.2% | -0.7% |
| 6M | +15.5% | -3.0% | +18.5% | +16.4% |
| YTD | +30.8% | +10.7% | +20.1% | +26.1% |
| 1Y | +34.3% | +13.3% | +21.0% | +28.2% |
| 3Y | +35.1% | +34.5% | +0.6% | +19.7% |
| 5Y | +126.8% | +67.1% | +59.7% | +83.7% |
| 10Y | +123.4% | +103.0% | +20.3% | +60.8% |
| All | +1,335.7% | +2,217.3% | -881.6% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling