+74.7%
BND vs ET
+828.4%
-753.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | -0.9% | +1.4% | -2.3% | -0.9% |
| 30D | -1.0% | +4.6% | -5.5% | -1.0% |
| 3M | -1.2% | +16.0% | -17.3% | -1.3% |
| 6M | -2.0% | +22.8% | -24.8% | -2.1% |
| YTD | -1.2% | +38.9% | -40.0% | -1.3% |
| 1Y | -0.5% | +34.1% | -34.5% | -0.5% |
| 3Y | +12.4% | +98.8% | -86.4% | +12.2% |
| 5Y | -2.5% | +246.8% | -249.3% | -2.9% |
| 10Y | +15.0% | +174.4% | -159.4% | +14.2% |
| All | +74.7% | +828.4% | -753.7% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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