-2.5%
BND vs BP
+139.4%
-141.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -0.9% | +5.7% | -6.7% | -0.8% |
| 30D | -1.0% | +8.1% | -9.0% | -0.8% |
| 3M | -1.2% | +8.6% | -9.8% | -1.0% |
| 6M | -2.0% | +18.1% | -20.1% | -1.6% |
| YTD | -1.2% | +37.6% | -38.8% | -0.6% |
| 1Y | -0.5% | +39.4% | -39.9% | +0.2% |
| 3Y | +12.4% | +40.1% | -27.6% | +13.1% |
| 5Y | -2.5% | +141.3% | -143.8% | 0.0% |
| All | -2.5% | +139.4% | -141.8% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling