+110.7%
ED vs BBWI
-58.2%
+168.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.5% |
| 7D | -0.2% | -4.4% | +4.3% | 0.0% |
| 30D | +1.9% | -7.4% | +9.3% | +2.2% |
| 3M | +1.9% | -2.2% | +4.1% | +1.8% |
| 6M | -2.3% | -16.3% | +14.1% | -1.9% |
| YTD | +10.9% | -9.1% | +20.0% | +10.8% |
| 1Y | +14.5% | -34.5% | +49.0% | +15.6% |
| 3Y | +33.4% | -47.0% | +80.3% | +34.4% |
| 5Y | +67.3% | -68.8% | +136.1% | +71.1% |
| 10Y | +110.7% | -57.4% | +168.0% | +95.4% |
| All | +110.7% | -58.2% | +168.9% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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