+15.7%
EBND vs SPY
+311.3%
-295.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.8% | +0.5% | +0.2% | +0.6% |
| 30D | +0.3% | -0.9% | +1.3% | +0.6% |
| 3M | +4.2% | +3.9% | +0.3% | +3.2% |
| 6M | +3.3% | +14.5% | -11.3% | -0.2% |
| YTD | +2.9% | +12.9% | -10.0% | -0.2% |
| 1Y | +5.0% | +19.4% | -14.4% | +0.3% |
| 3Y | +23.8% | +78.5% | -54.7% | +6.1% |
| 5Y | +5.9% | +81.8% | -75.8% | -10.4% |
| 10Y | +15.7% | +311.5% | -295.8% | -21.6% |
| All | +15.7% | +311.3% | -295.6% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling