+17.9%
BND vs M
-5.1%
+23.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.6% | -3.3% | +2.7% | -0.6% |
| 30D | +1.6% | +8.1% | -6.5% | +1.5% |
| 3M | -0.5% | +2.2% | -2.7% | -0.5% |
| 6M | -1.1% | +35.1% | -36.2% | -1.1% |
| YTD | -0.7% | +15.8% | -16.5% | -0.7% |
| 1Y | -0.7% | +25.8% | -26.5% | -0.7% |
| 3Y | +14.4% | +156.2% | -141.8% | +14.2% |
| 5Y | -1.1% | -2.4% | +1.3% | -1.3% |
| 10Y | +17.9% | -7.1% | +25.0% | +16.4% |
| All | +17.9% | -5.1% | +23.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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