+17.5%
BND vs BP
+143.9%
-126.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -1.4% | +3.8% | -5.2% | -1.4% |
| 30D | +0.6% | -5.3% | +5.9% | +0.6% |
| 3M | -1.6% | +9.3% | -10.9% | -1.6% |
| 6M | -1.5% | +7.2% | -8.8% | -1.5% |
| YTD | -1.5% | +38.0% | -39.5% | -1.4% |
| 1Y | -1.1% | +33.2% | -34.3% | -1.0% |
| 3Y | +13.6% | +50.3% | -36.7% | +13.6% |
| 5Y | -1.8% | +114.1% | -115.9% | -1.9% |
| All | +17.5% | +143.9% | -126.4% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling