+76.1%
BND vs D
+242.6%
-166.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | 0.0% | +3.0% | -2.9% | 0.0% |
| 30D | +2.3% | +11.5% | -9.2% | +2.0% |
| 3M | -0.2% | +3.7% | -3.9% | -0.3% |
| 6M | -1.0% | +13.5% | -14.5% | -1.3% |
| YTD | -0.4% | +20.7% | -21.1% | -0.9% |
| 1Y | -0.1% | +18.2% | -18.4% | -0.6% |
| 3Y | +15.1% | +73.3% | -58.2% | +13.5% |
| 5Y | -1.5% | +12.3% | -13.8% | -2.3% |
| 10Y | +16.0% | +43.4% | -27.4% | +15.1% |
| All | +76.1% | +242.6% | -166.5% | +75.1% |
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