+16.4%
EBND vs SPY
+640.1%
-623.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.8% |
| 30D | -0.1% | -5.4% | +5.2% | +1.3% |
| 3M | -1.2% | -4.1% | +2.8% | -0.2% |
| 6M | 0.0% | +0.7% | -0.8% | -0.3% |
| YTD | +0.6% | +8.7% | -8.1% | -1.7% |
| 1Y | +2.5% | +10.9% | -8.4% | -0.4% |
| 3Y | +20.4% | +75.0% | -54.6% | +2.8% |
| 5Y | +7.1% | +67.8% | -60.7% | -8.2% |
| 10Y | +15.6% | +312.9% | -297.2% | -24.5% |
| All | +16.4% | +640.1% | -623.7% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling