+75.8%
BND vs DVA
+555.4%
-479.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.2% |
| 7D | -0.1% | +2.0% | -2.2% | -0.2% |
| 30D | -0.2% | -0.4% | +0.1% | -0.2% |
| 3M | -0.7% | -7.7% | +7.0% | -0.7% |
| 6M | -1.7% | +20.0% | -21.6% | -1.8% |
| YTD | -0.5% | +61.1% | -61.6% | -0.8% |
| 1Y | +0.4% | +33.9% | -33.5% | +0.1% |
| 3Y | +13.1% | +91.5% | -78.4% | +12.7% |
| 5Y | -2.1% | +41.8% | -43.9% | -2.5% |
| 10Y | +15.7% | +187.5% | -171.8% | +15.5% |
| All | +75.8% | +555.4% | -479.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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