+684.4%
ED vs BB
+258.8%
+425.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -5.6% | +5.5% | -0.1% |
| 30D | -0.1% | -11.8% | +11.7% | 0.0% |
| 3M | +3.9% | -25.5% | +29.5% | +4.2% |
| 6M | -3.0% | +121.3% | -124.3% | -4.2% |
| YTD | +10.7% | +103.2% | -92.5% | +9.5% |
| 1Y | +13.3% | +102.6% | -89.3% | +12.0% |
| 3Y | +34.5% | +37.5% | -3.0% | +33.0% |
| 5Y | +67.1% | -30.4% | +97.6% | +66.1% |
| 10Y | +103.0% | 0.0% | +103.0% | +98.1% |
| All | +684.4% | +258.8% | +425.6% | +749.2% |
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