+81.5%
BAC vs BND
+76.8%
+4.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +1.1% | -0.1% | +1.2% | +0.9% |
| 30D | -0.4% | -0.4% | 0.0% | -0.7% |
| 3M | +16.9% | -0.6% | +17.5% | +16.1% |
| 6M | +26.6% | -1.4% | +28.1% | +24.6% |
| YTD | +15.8% | -0.2% | +16.0% | +15.5% |
| 1Y | +27.2% | +1.3% | +25.9% | +28.8% |
| 3Y | +132.4% | +13.2% | +119.3% | +163.6% |
| 5Y | +72.6% | -1.6% | +74.1% | +56.0% |
| 10Y | +389.7% | +15.5% | +374.3% | +510.0% |
| All | +81.5% | +76.8% | +4.8% | +301.9% |
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