+76.4%
BND vs D
+228.8%
-152.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -0.1% | +1.5% | -1.6% | -0.2% |
| 30D | -0.4% | -2.6% | +2.2% | -0.3% |
| 3M | -0.6% | 0.0% | -0.6% | -0.6% |
| 6M | -1.4% | +7.4% | -8.8% | -1.6% |
| YTD | -0.2% | +15.9% | -16.1% | -0.6% |
| 1Y | +1.3% | +18.1% | -16.8% | +0.8% |
| 3Y | +13.2% | +58.4% | -45.2% | +11.8% |
| 5Y | -1.6% | +5.2% | -6.8% | -2.2% |
| 10Y | +15.5% | +35.9% | -20.4% | +14.6% |
| All | +76.4% | +228.8% | -152.4% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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