+76.2%
BND vs NOC
+1,047.8%
-971.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | -0.4% | -8.9% | +8.5% | -0.4% |
| 3M | -0.2% | -3.7% | +3.4% | -0.3% |
| 6M | -1.2% | -30.8% | +29.6% | -1.4% |
| YTD | -0.3% | -7.9% | +7.6% | -0.3% |
| 1Y | +0.4% | -9.4% | +9.8% | +0.4% |
| 3Y | +13.4% | +29.0% | -15.6% | +13.7% |
| 5Y | -1.5% | +56.1% | -57.6% | -1.0% |
| 10Y | +15.5% | +186.3% | -170.8% | +17.7% |
| All | +76.2% | +1,047.8% | -971.6% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling