+90.2%
EMR vs BND
-1.6%
+91.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +2.7% | -1.4% | +4.0% | +3.2% |
| 30D | +2.1% | +0.8% | +1.3% | +1.8% |
| 3M | +2.3% | -1.2% | +3.5% | +2.7% |
| 6M | +22.5% | -1.4% | +23.9% | +23.2% |
| YTD | +27.2% | -1.3% | +28.5% | +28.0% |
| 1Y | +28.0% | -1.2% | +29.3% | +28.8% |
| 3Y | +103.4% | +13.7% | +89.7% | +97.9% |
| All | +90.2% | -1.6% | +91.8% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling