+13.4%
BND vs EXPE
+162.6%
-149.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.9% | +7.8% | 0.0% |
| 7D | +0.1% | -9.8% | +9.9% | +0.2% |
| 30D | -0.4% | -11.5% | +11.1% | -0.3% |
| 3M | -0.2% | +21.7% | -21.9% | -0.4% |
| 6M | -1.2% | +10.4% | -11.5% | -1.3% |
| YTD | -0.3% | -2.5% | +2.2% | -0.3% |
| 1Y | +0.4% | +27.3% | -26.9% | +0.2% |
| 3Y | +13.4% | +153.5% | -140.1% | +12.1% |
| All | +13.4% | +162.6% | -149.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling