+74.2%
BND vs EXPE
+732.2%
-658.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.6% | -6.1% | +6.7% | +0.6% |
| 3M | -1.6% | -21.3% | +19.7% | -1.6% |
| 6M | -1.5% | +19.0% | -20.6% | -1.5% |
| YTD | -1.5% | -8.4% | +7.0% | -1.5% |
| 1Y | -1.1% | -2.8% | +1.7% | -1.1% |
| 3Y | +13.6% | +120.8% | -107.1% | +13.7% |
| 5Y | -1.8% | +46.2% | -48.0% | -1.9% |
| 10Y | +17.0% | +123.8% | -106.8% | +17.0% |
| All | +74.2% | +732.2% | -658.0% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling