+76.4%
BND vs ES
+325.1%
-248.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -0.4% | -2.0% | +1.6% | -0.3% |
| 3M | -0.6% | +1.7% | -2.3% | -0.7% |
| 6M | -1.4% | -3.5% | +2.1% | -1.4% |
| YTD | -0.2% | +7.9% | -8.1% | -0.5% |
| 1Y | +1.3% | +17.2% | -15.9% | +0.8% |
| 3Y | +13.2% | +29.3% | -16.1% | +12.1% |
| 5Y | -1.6% | -5.7% | +4.2% | -2.0% |
| 10Y | +15.5% | +85.2% | -69.7% | +14.6% |
| All | +76.4% | +325.1% | -248.8% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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