-2.1%
BND vs ALL
+115.1%
-117.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -0.1% | -2.2% | +2.1% | -0.1% |
| 30D | -0.2% | -5.6% | +5.3% | -0.2% |
| 3M | -0.7% | +17.2% | -17.9% | -0.7% |
| 6M | -1.7% | +23.2% | -24.9% | -1.7% |
| YTD | -0.5% | +23.6% | -24.1% | -0.6% |
| 1Y | +0.4% | +29.2% | -28.8% | +0.3% |
| 3Y | +13.1% | +153.8% | -140.7% | +13.3% |
| 5Y | -2.1% | +116.1% | -118.2% | -1.3% |
| All | -2.1% | +115.1% | -117.2% | -1.3% |
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