-1.5%
BND vs ALL
+157.6%
-159.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.7% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +1.3% | +13.8% | -12.5% | +1.2% |
| 3M | -0.7% | -2.8% | +2.1% | -0.7% |
| 6M | -1.6% | +23.7% | -25.3% | -1.7% |
| YTD | -1.0% | +27.3% | -28.3% | -1.2% |
| 1Y | -0.7% | +30.5% | -31.2% | -0.8% |
| 3Y | +14.1% | +113.0% | -98.9% | +13.9% |
| 5Y | -1.5% | +157.6% | -159.1% | -0.3% |
| All | -1.5% | +157.6% | -159.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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