+76.4%
BND vs EL
+439.6%
-363.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | 0.0% |
| 7D | -0.1% | +0.8% | -0.9% | -0.1% |
| 30D | -0.4% | +19.8% | -20.2% | -0.4% |
| 3M | -0.6% | +25.7% | -26.3% | -0.7% |
| 6M | -1.4% | +5.4% | -6.9% | -1.5% |
| YTD | -0.2% | +0.2% | -0.4% | -0.3% |
| 1Y | +1.3% | +20.4% | -19.2% | +1.2% |
| 3Y | +13.2% | -32.1% | +45.3% | +13.0% |
| 5Y | -1.6% | -67.2% | +65.6% | -2.1% |
| 10Y | +15.5% | +31.7% | -16.3% | +17.7% |
| All | +76.4% | +439.6% | -363.2% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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