+15.1%
BND vs M
+142.9%
-127.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -0.1% |
| 7D | +0.4% | +2.5% | -2.1% | +0.4% |
| 30D | +2.0% | +10.1% | -8.1% | +1.9% |
| 3M | -0.4% | -0.9% | +0.6% | -0.4% |
| 6M | -0.9% | +30.2% | -31.1% | -1.2% |
| YTD | -0.3% | +16.3% | -16.6% | -0.6% |
| 1Y | 0.0% | +27.0% | -27.0% | -0.3% |
| 3Y | +15.1% | +154.5% | -139.4% | +13.1% |
| All | +15.1% | +142.9% | -127.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling