+74.2%
BND vs ED
+415.3%
-341.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -1.4% | +2.1% | -3.5% | -1.5% |
| 30D | +0.6% | +10.4% | -9.8% | +0.3% |
| 3M | -1.6% | +12.5% | -14.2% | -2.0% |
| 6M | -1.5% | +14.9% | -16.5% | -2.0% |
| YTD | -1.5% | +24.8% | -26.3% | -2.1% |
| 1Y | -1.1% | +23.8% | -24.9% | -1.7% |
| 3Y | +13.6% | +51.6% | -38.0% | +12.2% |
| 5Y | -1.8% | +86.4% | -88.2% | -3.3% |
| 10Y | +17.0% | +145.4% | -128.4% | +14.7% |
| All | +74.2% | +415.3% | -341.1% | +71.1% |
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