+766.8%
ED vs BB
+307.3%
+459.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -2.4% |
| 7D | +1.6% | +3.8% | -2.2% | +1.6% |
| 30D | +13.3% | -0.3% | +13.6% | +13.3% |
| 3M | +9.7% | -0.5% | +10.2% | +9.6% |
| 6M | +12.8% | +45.9% | -33.1% | +12.0% |
| YTD | +22.3% | +130.6% | -108.3% | +20.7% |
| 1Y | +26.3% | +89.2% | -62.9% | +24.9% |
| 3Y | +45.0% | +137.5% | -92.5% | +42.3% |
| 5Y | +80.2% | -20.9% | +101.1% | +78.8% |
| 10Y | +129.9% | +25.4% | +104.5% | +123.5% |
| All | +766.8% | +307.3% | +459.5% | +836.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling