+76.4%
BND vs A
+585.8%
-509.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.1% | -1.9% | +1.8% | -0.1% |
| 30D | -0.4% | +6.9% | -7.3% | -0.4% |
| 3M | -0.6% | +9.2% | -9.9% | -0.6% |
| 6M | -1.4% | +25.7% | -27.1% | -1.4% |
| YTD | -0.2% | +11.5% | -11.8% | -0.2% |
| 1Y | +1.3% | +18.4% | -17.1% | +1.3% |
| 3Y | +13.2% | +26.6% | -13.4% | +13.2% |
| 5Y | -1.6% | -12.8% | +11.3% | -1.9% |
| 10Y | +15.5% | +247.2% | -231.7% | +18.0% |
| All | +76.4% | +585.8% | -509.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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