+143.0%
ED vs BAH
+199.5%
-56.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -1.7% | -2.6% | +0.8% | -1.3% |
| 30D | +10.7% | +20.4% | -9.7% | +7.4% |
| 3M | +11.6% | +11.9% | -0.2% | +9.4% |
| 6M | +13.5% | +17.1% | -3.6% | +9.9% |
| YTD | +23.1% | +5.5% | +17.6% | +20.2% |
| 1Y | +23.1% | +5.6% | +17.5% | +19.9% |
| 3Y | +47.9% | -26.5% | +74.5% | +49.6% |
| 5Y | +83.9% | +6.5% | +77.4% | +65.6% |
| All | +143.0% | +199.5% | -56.5% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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