+75.8%
BND vs BG
+148.7%
-72.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.1% | +0.5% | -0.7% | -0.1% |
| 30D | -0.2% | +10.3% | -10.6% | -0.2% |
| 3M | -0.7% | -1.9% | +1.2% | -0.7% |
| 6M | -1.7% | +5.2% | -6.9% | -1.6% |
| YTD | -0.5% | +41.2% | -41.7% | -0.4% |
| 1Y | +0.4% | +50.5% | -50.2% | +0.5% |
| 3Y | +13.1% | +19.9% | -6.8% | +13.2% |
| 5Y | -2.1% | +86.7% | -88.8% | -1.9% |
| 10Y | +15.7% | +167.5% | -151.8% | +15.9% |
| All | +75.8% | +148.7% | -72.8% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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