+978.5%
BLK vs BND
+75.1%
+903.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.1% |
| 7D | -5.2% | -0.9% | -4.3% | -5.4% |
| 30D | -7.0% | -1.0% | -6.1% | -7.3% |
| 3M | +5.7% | -1.2% | +6.9% | +5.3% |
| 6M | +11.0% | -2.0% | +13.0% | +10.3% |
| YTD | +0.9% | -1.2% | +2.1% | +0.5% |
| 1Y | -1.6% | -0.5% | -1.2% | -1.8% |
| 3Y | +64.5% | +12.4% | +52.0% | +71.6% |
| 5Y | +30.9% | -2.5% | +33.3% | +18.3% |
| 10Y | +275.1% | +15.0% | +260.1% | +323.4% |
| All | +978.5% | +75.1% | +903.4% | +1,771.4% |
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 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