+67.3%
ED vs BAH
-2.8%
+70.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.0% |
| 7D | +0.5% | -4.3% | +4.9% | +0.8% |
| 30D | +1.1% | -4.5% | +5.6% | +1.4% |
| 3M | +4.6% | -7.6% | +12.3% | +4.9% |
| 6M | -2.0% | -10.6% | +8.6% | -1.6% |
| YTD | +11.7% | -12.6% | +24.3% | +11.9% |
| 1Y | +15.7% | -27.0% | +42.7% | +17.7% |
| 3Y | +34.4% | -31.5% | +65.8% | +33.3% |
| 5Y | +67.3% | -3.8% | +71.1% | +58.7% |
| All | +67.3% | -2.8% | +70.1% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling