+0.8%
BND vs COMP
-49.2%
+50.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | -0.1% |
| 7D | +0.4% | +14.5% | -14.1% | +0.1% |
| 30D | +2.0% | +14.9% | -12.9% | +1.6% |
| 3M | -0.4% | -14.2% | +13.9% | -0.1% |
| 6M | -0.9% | +23.7% | -24.7% | -1.6% |
| YTD | -0.3% | +2.1% | -2.4% | -0.8% |
| 1Y | 0.0% | +26.2% | -26.2% | -1.0% |
| 3Y | +15.1% | +470.9% | -455.8% | +9.6% |
| 5Y | -1.5% | -14.0% | +12.5% | -6.0% |
| All | +0.8% | -49.2% | +50.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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