+17.6%
BND vs EXPD
+334.2%
-316.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +0.4% | -5.5% | +5.9% | +0.5% |
| 30D | +2.0% | -1.9% | +3.9% | +2.0% |
| 3M | -0.4% | +6.1% | -6.5% | -0.5% |
| 6M | -0.9% | +21.6% | -22.5% | -1.3% |
| YTD | -0.3% | +27.9% | -28.2% | -0.9% |
| 1Y | 0.0% | +39.4% | -39.4% | -0.7% |
| 3Y | +15.1% | +72.7% | -57.6% | +13.6% |
| 5Y | -1.5% | +60.3% | -61.8% | -3.0% |
| 10Y | +17.6% | +332.6% | -315.0% | +18.4% |
| All | +17.6% | +334.2% | -316.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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