+17.5%
BND vs ELF
+332.6%
-315.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.2% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | +0.6% | +9.1% | -8.5% | +0.5% |
| 3M | -1.6% | +28.2% | -29.8% | -1.8% |
| 6M | -1.5% | +119.5% | -121.1% | -2.2% |
| YTD | -1.5% | +55.2% | -56.6% | -1.9% |
| 1Y | -1.1% | +58.6% | -59.7% | -1.6% |
| 3Y | +13.6% | +21.3% | -7.7% | +12.8% |
| 5Y | -1.8% | +276.2% | -278.0% | -3.6% |
| All | +17.5% | +332.6% | -315.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling