+17.4%
BND vs ESTC
+31.2%
-13.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.1% |
| 7D | -0.1% | -8.1% | +8.0% | 0.0% |
| 30D | -0.4% | +31.7% | -32.0% | -0.8% |
| 3M | -0.6% | +41.1% | -41.7% | -1.1% |
| 6M | -1.4% | +77.1% | -78.5% | -2.3% |
| YTD | -0.2% | +21.7% | -21.9% | -0.6% |
| 1Y | +1.3% | +8.4% | -7.1% | +1.0% |
| 3Y | +13.2% | +23.6% | -10.5% | +12.0% |
| 5Y | -1.6% | -46.5% | +44.9% | -2.2% |
| All | +17.4% | +31.2% | -13.8% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling