+15.7%
ED vs BAH
-27.4%
+43.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +0.9% |
| 7D | +0.5% | -4.3% | +4.9% | +0.5% |
| 30D | +1.1% | -4.5% | +5.6% | +1.0% |
| 3M | +4.6% | -7.6% | +12.3% | +3.9% |
| 6M | -2.0% | -10.6% | +8.6% | -2.9% |
| YTD | +11.7% | -12.6% | +24.3% | +10.3% |
| 1Y | +15.7% | -27.0% | +42.7% | +14.3% |
| All | +15.7% | -27.4% | +43.1% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling