-1.5%
BND vs M
+24.8%
-26.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +0.1% | +2.4% | -2.2% | +0.1% |
| 30D | -0.4% | -11.6% | +11.3% | -0.3% |
| 3M | -0.2% | +1.6% | -1.9% | -0.3% |
| 6M | -1.2% | +25.2% | -26.4% | -1.3% |
| YTD | -0.3% | +3.8% | -4.1% | -0.4% |
| 1Y | +0.4% | +36.3% | -35.9% | +0.1% |
| 3Y | +13.4% | +116.3% | -102.9% | +12.4% |
| 5Y | -1.5% | +28.2% | -29.7% | -2.2% |
| All | -1.5% | +24.8% | -26.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling