-22.1%
BA vs BND
-1.4%
-20.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.1% | 0.0% | +1.0% | +1.0% |
| 30D | -7.9% | +2.3% | -10.2% | -9.5% |
| 3M | -25.3% | -0.2% | -25.1% | -25.2% |
| 6M | -24.6% | -1.0% | -23.6% | -24.0% |
| YTD | -20.1% | -0.4% | -19.8% | -19.7% |
| 1Y | -11.8% | -0.1% | -11.6% | -11.4% |
| 3Y | -10.1% | +15.1% | -25.2% | -18.8% |
| All | -22.1% | -1.4% | -20.8% | -41.5% |
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 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