-2.5%
BND vs EXEL
+192.6%
-195.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -0.9% | -2.9% | +2.0% | -0.9% |
| 30D | -1.0% | +11.9% | -12.8% | -1.2% |
| 3M | -1.2% | +9.2% | -10.5% | -1.4% |
| 6M | -2.0% | +39.1% | -41.1% | -2.6% |
| YTD | -1.2% | +31.0% | -32.2% | -1.7% |
| 1Y | -0.5% | +52.3% | -52.8% | -1.3% |
| 3Y | +12.4% | +159.7% | -147.3% | +9.8% |
| 5Y | -2.5% | +187.7% | -190.2% | -5.1% |
| All | -2.5% | +192.6% | -195.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling