+5.5%
BND vs DT
+75.7%
-70.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.4% | +3.1% | -4.6% | -1.5% |
| 30D | +0.6% | -29.5% | +30.1% | +1.1% |
| 3M | -1.6% | -11.7% | +10.1% | -1.5% |
| 6M | -1.5% | +29.0% | -30.5% | -2.1% |
| YTD | -1.5% | +3.4% | -4.8% | -1.7% |
| 1Y | -1.1% | -4.2% | +3.2% | -1.2% |
| 3Y | +13.6% | -12.8% | +26.4% | +13.5% |
| 5Y | -1.8% | -39.6% | +37.8% | -1.8% |
| All | +5.5% | +75.7% | -70.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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