-1.5%
BND vs ESTC
-52.1%
+50.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.6% |
| 7D | -0.1% | -3.6% | +3.5% | -0.1% |
| 30D | +1.3% | -11.2% | +12.5% | +1.4% |
| 3M | -0.7% | +14.3% | -15.0% | -1.0% |
| 6M | -1.6% | +67.0% | -68.6% | -2.4% |
| YTD | -1.0% | +15.7% | -16.7% | -1.4% |
| 1Y | -0.7% | -6.3% | +5.6% | -0.8% |
| 3Y | +14.1% | +14.5% | -0.4% | +12.8% |
| 5Y | -1.5% | -49.9% | +48.4% | -3.4% |
| All | -1.5% | -52.1% | +50.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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