+0.8%
BND vs COMP
-52.0%
+52.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.8% | -0.3% |
| 7D | 0.0% | +13.4% | -13.4% | -0.3% |
| 30D | +2.3% | +11.1% | -8.8% | +2.0% |
| 3M | -0.6% | -18.8% | +18.3% | -0.2% |
| 6M | -1.0% | +10.5% | -11.5% | -1.4% |
| YTD | -0.4% | -3.4% | +3.0% | -0.7% |
| 1Y | -0.1% | +19.7% | -19.8% | -0.9% |
| 3Y | +15.1% | +381.6% | -366.5% | +10.0% |
| 5Y | -1.5% | -17.6% | +16.1% | -5.9% |
| All | +0.8% | -52.0% | +52.7% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling