+76.4%
BND vs EXEL
+439.4%
-363.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | +8.4% | -8.5% | -0.1% |
| 30D | -0.4% | +4.1% | -4.4% | -0.3% |
| 3M | -0.6% | +12.4% | -13.1% | -0.6% |
| 6M | -1.4% | +41.5% | -43.0% | -1.3% |
| YTD | -0.2% | +34.6% | -34.9% | -0.1% |
| 1Y | +1.3% | +57.9% | -56.6% | +1.4% |
| 3Y | +13.2% | +159.5% | -146.3% | +13.6% |
| 5Y | -1.6% | +198.5% | -200.0% | -1.1% |
| 10Y | +15.5% | +411.4% | -395.9% | +16.9% |
| All | +76.4% | +439.4% | -363.0% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling