+74.4%
BND vs ED
+408.3%
-333.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | -1.4% | -1.7% | +0.3% | -1.3% |
| 30D | +0.8% | +10.7% | -9.9% | +0.5% |
| 3M | -1.2% | +11.6% | -12.9% | -1.5% |
| 6M | -1.4% | +13.5% | -14.9% | -1.8% |
| YTD | -1.3% | +23.1% | -24.5% | -2.0% |
| 1Y | -1.2% | +23.1% | -24.3% | -1.9% |
| 3Y | +13.7% | +47.9% | -34.2% | +12.4% |
| 5Y | -1.7% | +83.9% | -85.6% | -3.1% |
| 10Y | +17.2% | +142.1% | -124.9% | +14.9% |
| All | +74.4% | +408.3% | -333.9% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling