+110.7%
ED vs BB
+2.1%
+108.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | +1.9% | -12.2% | +14.2% | +2.0% |
| 3M | +1.9% | -12.3% | +14.2% | +1.8% |
| 6M | -2.3% | +122.7% | -125.0% | -3.3% |
| YTD | +10.9% | +104.5% | -93.6% | +9.9% |
| 1Y | +14.5% | +106.7% | -92.2% | +13.3% |
| 3Y | +33.4% | +70.0% | -36.6% | +31.6% |
| 5Y | +67.3% | -27.8% | +95.1% | +66.5% |
| 10Y | +110.7% | +2.4% | +108.3% | +103.8% |
| All | +110.7% | +2.1% | +108.6% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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