+28.8%
BND vs ESI
+224.6%
-195.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | -0.1% | +3.3% | -3.5% | -0.2% |
| 30D | -0.4% | -5.9% | +5.5% | -0.3% |
| 3M | -0.6% | -14.1% | +13.5% | -0.6% |
| 6M | -1.4% | +6.6% | -8.0% | -1.5% |
| YTD | -0.2% | +45.0% | -45.3% | -0.3% |
| 1Y | +1.3% | +41.5% | -40.2% | +1.3% |
| 3Y | +13.2% | +78.8% | -65.6% | +13.1% |
| 5Y | -1.6% | +70.9% | -72.4% | -1.6% |
| 10Y | +15.5% | +317.1% | -301.6% | +16.6% |
| All | +28.8% | +224.6% | -195.8% | +29.7% |
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