-1.1%
BND vs ED
+82.4%
-83.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.6% | -0.9% | +0.4% | -0.5% |
| 30D | +1.6% | +11.2% | -9.6% | +0.6% |
| 3M | -0.5% | +11.8% | -12.3% | -1.5% |
| 6M | -1.1% | +14.1% | -15.1% | -2.3% |
| YTD | -0.7% | +23.0% | -23.7% | -2.8% |
| 1Y | -0.7% | +23.7% | -24.3% | -2.8% |
| 3Y | +14.4% | +47.7% | -33.3% | +9.5% |
| 5Y | -1.1% | +82.6% | -83.7% | -5.4% |
| All | -1.1% | +82.4% | -83.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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