-2.5%
BND vs NSC
+44.4%
-46.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -1.0% | -3.4% | +2.4% | -0.8% |
| 3M | -1.2% | +5.1% | -6.3% | -1.4% |
| 6M | -2.0% | +9.2% | -11.2% | -2.3% |
| YTD | -1.2% | +13.4% | -14.6% | -1.7% |
| 1Y | -0.5% | +20.8% | -21.3% | -1.2% |
| 3Y | +12.4% | +76.1% | -63.7% | +9.6% |
| 5Y | -2.5% | +45.3% | -47.8% | -3.7% |
| All | -2.5% | +44.4% | -46.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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