+15.5%
BND vs EXPD
+308.0%
-292.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | -0.9% | +1.1% | +0.2% |
| 30D | -0.4% | +4.1% | -4.4% | -0.4% |
| 3M | -0.2% | +13.8% | -14.0% | -0.5% |
| 6M | -1.2% | +27.3% | -28.4% | -1.6% |
| YTD | -0.3% | +25.4% | -25.8% | -0.8% |
| 1Y | +0.4% | +54.4% | -54.0% | -0.5% |
| 3Y | +13.4% | +67.9% | -54.5% | +12.0% |
| 5Y | -1.5% | +59.2% | -60.7% | -3.0% |
| 10Y | +15.5% | +308.6% | -293.1% | +14.4% |
| All | +15.5% | +308.0% | -292.5% | +14.4% |
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