+76.4%
BND vs BN
+609.4%
-533.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.1% | -2.5% | +2.3% | -0.1% |
| 30D | -0.4% | -9.5% | +9.1% | -0.2% |
| 3M | -0.6% | -10.4% | +9.8% | -0.5% |
| 6M | -1.4% | -6.4% | +4.9% | -1.4% |
| YTD | -0.2% | -11.9% | +11.6% | -0.1% |
| 1Y | +1.3% | -8.6% | +9.9% | +1.3% |
| 3Y | +13.2% | +77.6% | -64.4% | +12.5% |
| 5Y | -1.6% | +37.0% | -38.6% | -2.2% |
| 10Y | +15.5% | +266.4% | -250.9% | +15.6% |
| All | +76.4% | +609.4% | -533.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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