+76.4%
BND vs BB
-84.2%
+160.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | -5.6% | +5.5% | -0.2% |
| 30D | -0.4% | -11.8% | +11.4% | -0.4% |
| 3M | -0.6% | -25.5% | +24.9% | -0.6% |
| 6M | -1.4% | +121.3% | -122.7% | -1.4% |
| YTD | -0.2% | +103.2% | -103.4% | -0.2% |
| 1Y | +1.3% | +102.6% | -101.4% | +1.4% |
| 3Y | +13.2% | +37.5% | -24.3% | +13.1% |
| 5Y | -1.6% | -30.4% | +28.9% | -1.8% |
| 10Y | +15.5% | 0.0% | +15.5% | +16.0% |
| All | +76.4% | -84.2% | +160.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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