+13.7%
BND vs EIX
+10.2%
+3.5%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | +0.8% | +8.1% | -7.3% | +0.5% |
| 3M | -1.2% | -12.1% | +10.9% | -0.9% |
| 6M | -1.4% | -13.4% | +12.0% | -1.1% |
| YTD | -1.3% | +5.6% | -6.9% | -2.0% |
| 1Y | -1.2% | +7.8% | -9.1% | -2.1% |
| All | +13.7% | +10.2% | +3.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling