+508.8%
EMR vs BND
+76.8%
+432.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | -0.1% | -1.4% | -1.6% |
| 30D | -5.6% | -0.4% | -5.3% | -5.7% |
| 3M | +7.9% | -0.6% | +8.6% | +7.7% |
| 6M | +6.0% | -1.4% | +7.5% | +5.4% |
| YTD | +16.4% | -0.2% | +16.7% | +16.3% |
| 1Y | +16.6% | +1.3% | +15.3% | +17.1% |
| 3Y | +62.9% | +13.2% | +49.7% | +70.9% |
| 5Y | +60.1% | -1.6% | +61.7% | +53.1% |
| 10Y | +268.8% | +15.5% | +253.3% | +306.6% |
| All | +508.8% | +76.8% | +432.0% | +776.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling