+76.4%
BND vs NDAQ
+1,132.0%
-1,055.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.1% | -2.4% | +2.3% | -0.2% |
| 30D | -0.4% | +2.5% | -2.8% | -0.3% |
| 3M | -0.6% | +9.9% | -10.6% | -0.6% |
| 6M | -1.4% | +9.4% | -10.9% | -1.4% |
| YTD | -0.2% | +0.4% | -0.6% | -0.2% |
| 1Y | +1.3% | +4.0% | -2.8% | +1.3% |
| 3Y | +13.2% | +94.4% | -81.2% | +13.6% |
| 5Y | -1.6% | +56.7% | -58.3% | -1.3% |
| 10Y | +15.5% | +375.3% | -359.8% | +17.8% |
| All | +76.4% | +1,132.0% | -1,055.7% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 all: compounded portfolio wealth divided by compounded NDAQ 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…
all analysis · Full analysis span regression · 6 months rolling