+17.9%
BND vs JD
+31.1%
-13.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +1.6% | +4.2% | -2.7% | +1.5% |
| 3M | -0.5% | -12.8% | +12.3% | -0.4% |
| 6M | -1.1% | -8.8% | +7.7% | -1.0% |
| YTD | -0.7% | +0.5% | -1.2% | -0.7% |
| 1Y | -0.7% | -8.8% | +8.1% | -0.6% |
| 3Y | +14.4% | +18.6% | -4.1% | +14.1% |
| 5Y | -1.1% | -62.2% | +61.2% | -1.1% |
| 10Y | +17.9% | +32.2% | -14.3% | +17.5% |
| All | +17.9% | +31.1% | -13.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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