+76.2%
BND vs EAT
+867.1%
-790.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.1% |
| 7D | +0.1% | -4.9% | +5.0% | +0.1% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | -0.2% | +52.2% | -52.5% | -0.3% |
| 6M | -1.2% | +65.0% | -66.2% | -1.3% |
| YTD | -0.3% | +55.0% | -55.3% | -0.4% |
| 1Y | +0.4% | +42.1% | -41.7% | +0.3% |
| 3Y | +13.4% | +614.7% | -601.3% | +13.0% |
| 5Y | -1.5% | +322.7% | -324.3% | -2.0% |
| 10Y | +15.5% | +382.0% | -366.6% | +14.5% |
| All | +76.2% | +867.1% | -790.8% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling