+76.4%
BND vs EXPD
+464.4%
-388.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.1% | -1.1% | +1.0% | -0.2% |
| 30D | -0.4% | +4.1% | -4.4% | -0.3% |
| 3M | -0.6% | +17.9% | -18.5% | -0.5% |
| 6M | -1.4% | +29.2% | -30.7% | -1.3% |
| YTD | -0.2% | +27.4% | -27.6% | 0.0% |
| 1Y | +1.3% | +56.8% | -55.6% | +1.6% |
| 3Y | +13.2% | +68.0% | -54.9% | +13.6% |
| 5Y | -1.6% | +61.9% | -63.4% | -1.2% |
| 10Y | +15.5% | +316.0% | -300.5% | +18.3% |
| All | +76.4% | +464.4% | -388.1% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling