+298.7%
ED vs BAH
+886.2%
-587.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.1% |
| 7D | -0.2% | -3.2% | +3.1% | +0.3% |
| 30D | -0.1% | +2.0% | -2.1% | -0.5% |
| 3M | +3.9% | -7.6% | +11.6% | +4.7% |
| 6M | -3.0% | -5.7% | +2.6% | -2.8% |
| YTD | +10.7% | -11.7% | +22.4% | +11.3% |
| 1Y | +13.3% | -27.4% | +40.7% | +17.0% |
| 3Y | +34.5% | -32.5% | +67.0% | +37.3% |
| 5Y | +67.1% | -3.3% | +70.5% | +58.6% |
| 10Y | +103.0% | +186.0% | -82.9% | +70.6% |
| All | +298.7% | +886.2% | -587.5% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling