+2,207.4%
ED vs BBWI
+1,034.6%
+1,172.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.6% |
| 7D | -0.2% | +1.5% | -1.7% | -0.3% |
| 30D | -0.1% | -5.2% | +5.1% | +0.2% |
| 3M | +3.9% | +11.1% | -7.2% | +2.8% |
| 6M | -3.0% | -13.4% | +10.3% | -2.6% |
| YTD | +10.7% | +0.1% | +10.6% | +9.7% |
| 1Y | +13.3% | -36.1% | +49.5% | +15.8% |
| 3Y | +34.5% | -44.1% | +78.6% | +36.1% |
| 5Y | +67.1% | -66.2% | +133.4% | +73.3% |
| 10Y | +103.0% | -54.8% | +157.8% | +90.2% |
| All | +2,207.4% | +1,034.6% | +1,172.7% | +1,167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling