+19.1%
EBND vs SPY
+673.3%
-654.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +3.0% | +2.0% | +1.0% | +2.4% |
| 6M | +2.2% | +13.0% | -10.9% | -1.1% |
| YTD | +2.9% | +13.5% | -10.6% | -0.5% |
| 1Y | +5.8% | +20.0% | -14.2% | +0.7% |
| 3Y | +21.4% | +77.2% | -55.8% | +3.4% |
| 5Y | +5.2% | +81.9% | -76.7% | -11.7% |
| 10Y | +17.1% | +314.1% | -297.0% | -23.4% |
| All | +19.1% | +673.3% | -654.2% | -35.9% |
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