-1.7%
BND vs ESI
+40.6%
-42.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -1.4% | +8.3% | -9.7% | -1.6% |
| 30D | +0.8% | -10.4% | +11.2% | +1.1% |
| 3M | -1.2% | -13.2% | +12.0% | -0.9% |
| 6M | -1.4% | -23.9% | +22.5% | -0.8% |
| YTD | -1.3% | +34.2% | -35.5% | -2.5% |
| 1Y | -1.2% | +22.2% | -23.5% | -2.2% |
| 3Y | +13.7% | +79.2% | -65.5% | +10.6% |
| 5Y | -1.7% | +38.1% | -39.8% | -5.9% |
| All | -1.7% | +40.6% | -42.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling