+13.4%
BND vs JD
-6.1%
+19.5%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | -0.4% | -16.0% | +15.7% | -0.2% |
| 3M | -0.2% | -3.2% | +2.9% | -0.2% |
| 6M | -1.2% | +6.1% | -7.2% | -1.3% |
| YTD | -0.3% | -0.1% | -0.2% | -0.4% |
| 1Y | +0.4% | -12.7% | +13.1% | +0.5% |
| 3Y | +13.4% | -6.3% | +19.7% | +13.8% |
| All | +13.4% | -6.1% | +19.5% | +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