+74.7%
BND vs EFX
+450.1%
-375.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.9% | -11.1% | +10.2% | -0.8% |
| 30D | -1.0% | -7.4% | +6.4% | -0.9% |
| 3M | -1.2% | +1.5% | -2.7% | -1.3% |
| 6M | -2.0% | -13.7% | +11.7% | -1.9% |
| YTD | -1.2% | -21.9% | +20.7% | -1.0% |
| 1Y | -0.5% | -30.8% | +30.3% | -0.1% |
| 3Y | +12.4% | -12.4% | +24.8% | +12.6% |
| 5Y | -2.5% | -35.9% | +33.5% | -2.7% |
| 10Y | +15.0% | +41.0% | -26.0% | +16.6% |
| All | +74.7% | +450.1% | -375.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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