+110.7%
ED vs BAH
+186.6%
-76.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.2% | -1.3% | +1.2% | 0.0% |
| 30D | +1.9% | -6.6% | +8.6% | +3.0% |
| 3M | +1.9% | -7.2% | +9.0% | +2.7% |
| 6M | -2.3% | -10.0% | +7.7% | -1.2% |
| YTD | +10.9% | -12.5% | +23.3% | +11.7% |
| 1Y | +14.5% | -27.9% | +42.4% | +19.3% |
| 3Y | +33.4% | -31.4% | +64.8% | +34.7% |
| 5Y | +67.3% | -3.2% | +70.5% | +51.6% |
| 10Y | +110.7% | +191.5% | -80.8% | +66.6% |
| All | +110.7% | +186.6% | -76.0% | +66.6% |
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