+82.9%
ED vs BB
-20.8%
+103.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -2.3% |
| 7D | +1.6% | +3.8% | -2.2% | +1.7% |
| 30D | +13.3% | -0.3% | +13.6% | +13.3% |
| 3M | +9.7% | -0.5% | +10.2% | +9.8% |
| 6M | +12.8% | +45.9% | -33.1% | +13.0% |
| YTD | +22.3% | +130.6% | -108.3% | +22.7% |
| 1Y | +26.3% | +89.2% | -62.9% | +26.7% |
| 3Y | +45.0% | +137.5% | -92.5% | +44.3% |
| All | +82.9% | -20.8% | +103.7% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling