+14.8%
BND vs NOC
+192.5%
-177.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | -1.1% | -9.7% | +8.6% | -1.0% |
| 3M | -1.9% | -5.6% | +3.8% | -1.8% |
| 6M | -1.6% | -28.6% | +27.0% | -1.4% |
| YTD | -1.2% | -7.9% | +6.6% | -1.2% |
| 1Y | -0.7% | -9.5% | +8.8% | -0.7% |
| 3Y | +12.5% | +28.4% | -15.9% | +12.2% |
| 5Y | -2.5% | +59.0% | -61.5% | -2.9% |
| All | +14.8% | +192.5% | -177.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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