+27.2%
BND vs ESI
+198.2%
-171.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -1.4% | +5.5% | -7.0% | -1.4% |
| 30D | +0.6% | -7.8% | +8.3% | +0.6% |
| 3M | -1.6% | -15.0% | +13.4% | -1.6% |
| 6M | -1.5% | -24.9% | +23.4% | -1.5% |
| YTD | -1.5% | +33.2% | -34.7% | -1.5% |
| 1Y | -1.1% | +24.9% | -26.0% | -1.1% |
| 3Y | +13.6% | +77.8% | -64.1% | +13.6% |
| 5Y | -1.8% | +37.1% | -39.0% | -2.0% |
| 10Y | +17.0% | +320.5% | -303.5% | +18.3% |
| All | +27.2% | +198.2% | -171.0% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling