+67.6%
BND vs EMB
+132.1%
-64.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | -0.6% | -0.4% | -0.2% | -0.5% |
| 6M | -1.4% | +0.1% | -1.6% | -1.5% |
| YTD | -0.2% | +1.6% | -1.8% | -0.6% |
| 1Y | +1.3% | +5.6% | -4.3% | +0.1% |
| 3Y | +13.2% | +29.8% | -16.7% | +7.4% |
| 5Y | -1.6% | +7.3% | -8.8% | -4.2% |
| 10Y | +15.5% | +30.4% | -15.0% | +9.1% |
| All | +67.6% | +132.1% | -64.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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