+222.2%
BA vs BND
+76.8%
+145.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -11.6% | -0.4% | -11.3% | -11.6% |
| 3M | -2.4% | -0.6% | -1.7% | -2.2% |
| 6M | -6.6% | -1.4% | -5.2% | -6.4% |
| YTD | -2.2% | -0.2% | -2.0% | -2.1% |
| 1Y | -8.0% | +1.3% | -9.3% | -8.1% |
| 3Y | -5.0% | +13.2% | -18.1% | -6.7% |
| 5Y | -2.7% | -1.6% | -1.2% | -5.8% |
| 10Y | +75.9% | +15.5% | +60.4% | +87.2% |
| All | +222.2% | +76.8% | +145.5% | +333.9% |
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