+280.4%
EMR vs BND
+17.2%
+263.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +2.8% | -1.4% | +4.3% | +3.1% |
| 30D | +3.7% | +0.6% | +3.1% | +3.5% |
| 3M | +2.0% | -1.6% | +3.6% | +2.4% |
| 6M | +22.1% | -1.5% | +23.7% | +22.5% |
| YTD | +27.2% | -1.5% | +28.7% | +27.7% |
| 1Y | +32.0% | -1.1% | +33.1% | +32.5% |
| 3Y | +103.3% | +13.6% | +89.7% | +101.3% |
| 5Y | +88.2% | -1.8% | +90.0% | +83.1% |
| All | +280.4% | +17.2% | +263.1% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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