+76.4%
BND vs ED
+356.9%
-280.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.1% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -0.4% | -0.1% | -0.2% | -0.4% |
| 3M | -0.6% | +3.9% | -4.6% | -0.8% |
| 6M | -1.4% | -3.0% | +1.6% | -1.4% |
| YTD | -0.2% | +10.7% | -10.9% | -0.6% |
| 1Y | +1.3% | +13.3% | -12.1% | +0.9% |
| 3Y | +13.2% | +34.5% | -21.3% | +12.2% |
| 5Y | -1.6% | +67.1% | -68.7% | -2.7% |
| 10Y | +15.5% | +103.0% | -87.6% | +13.7% |
| All | +76.4% | +356.9% | -280.6% | +73.8% |
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