-2.1%
BND vs EXPE
+89.3%
-91.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.1% | -11.5% | +11.4% | 0.0% |
| 30D | -0.2% | -13.1% | +12.8% | -0.1% |
| 3M | -0.7% | +18.1% | -18.8% | -0.9% |
| 6M | -1.7% | +13.3% | -14.9% | -1.9% |
| YTD | -0.5% | -3.2% | +2.7% | -0.6% |
| 1Y | +0.4% | +26.1% | -25.8% | -0.1% |
| 3Y | +13.1% | +151.7% | -138.6% | +11.0% |
| 5Y | -2.1% | +88.3% | -90.4% | -4.7% |
| All | -2.1% | +89.3% | -91.3% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling