+75.8%
BND vs EME
+2,552.6%
-2,476.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -0.1% | +2.7% | -2.9% | -0.1% |
| 30D | -0.2% | -6.8% | +6.6% | -0.3% |
| 3M | -0.7% | -8.8% | +8.2% | -0.7% |
| 6M | -1.7% | +5.0% | -6.7% | -1.6% |
| YTD | -0.5% | +23.5% | -24.0% | -0.3% |
| 1Y | +0.4% | +21.3% | -20.9% | +0.6% |
| 3Y | +13.1% | +241.1% | -227.9% | +14.4% |
| 5Y | -2.1% | +549.2% | -551.2% | -0.3% |
| 10Y | +15.7% | +1,306.4% | -1,290.7% | +19.4% |
| All | +75.8% | +2,552.6% | -2,476.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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