+2,446.1%
ED vs BBWI
+1,165.5%
+1,280.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -0.1% | -6.2% | +6.1% | +0.4% |
| 30D | +11.6% | +25.5% | -13.9% | +9.6% |
| 3M | +10.5% | +8.0% | +2.6% | +9.6% |
| 6M | +13.2% | +12.7% | +0.5% | +11.5% |
| YTD | +22.1% | +11.6% | +10.5% | +19.8% |
| 1Y | +24.2% | -0.9% | +25.1% | +22.4% |
| 3Y | +46.9% | -22.7% | +69.6% | +44.6% |
| 5Y | +80.8% | -67.2% | +148.0% | +88.1% |
| 10Y | +134.3% | -43.7% | +178.0% | +114.6% |
| All | +2,446.1% | +1,165.5% | +1,280.6% | +1,284.9% |
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