+75.8%
BND vs DTE
+594.4%
-518.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -0.2% | -0.5% | +0.3% | -0.2% |
| 3M | -0.7% | -6.0% | +5.4% | -0.5% |
| 6M | -1.7% | -7.2% | +5.5% | -1.4% |
| YTD | -0.5% | +7.2% | -7.7% | -0.8% |
| 1Y | +0.4% | +4.1% | -3.7% | +0.2% |
| 3Y | +13.1% | +46.9% | -33.7% | +11.7% |
| 5Y | -2.1% | +32.9% | -35.0% | -3.2% |
| 10Y | +15.7% | +144.5% | -128.8% | +13.1% |
| All | +75.8% | +594.4% | -518.5% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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