+14.1%
BND vs JD
+17.6%
-3.6%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +1.2% | +4.2% | -3.0% | +1.2% |
| 3M | -0.8% | -12.8% | +11.9% | -0.7% |
| 6M | -1.4% | -8.8% | +7.4% | -1.4% |
| YTD | -1.1% | +0.5% | -1.6% | -1.1% |
| 1Y | -1.0% | -8.8% | +7.7% | -1.0% |
| All | +14.1% | +17.6% | -3.6% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling