-2.5%
BND vs EAT
+308.2%
-310.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -0.9% | -6.2% | +5.3% | -0.8% |
| 30D | -1.0% | -3.0% | +2.1% | -0.9% |
| 3M | -1.2% | +45.6% | -46.9% | -1.9% |
| 6M | -2.0% | +53.5% | -55.5% | -2.8% |
| YTD | -1.2% | +49.6% | -50.8% | -1.9% |
| 1Y | -0.5% | +38.9% | -39.4% | -1.2% |
| 3Y | +12.4% | +589.7% | -577.2% | +7.3% |
| 5Y | -2.5% | +318.7% | -321.1% | -7.5% |
| All | -2.5% | +308.2% | -310.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling