+14.5%
BND vs NTR
+103.7%
-89.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -0.1% | +0.5% | -0.7% | -0.1% |
| 30D | -0.2% | +21.7% | -22.0% | -0.4% |
| 3M | -0.7% | +22.8% | -23.4% | -0.9% |
| 6M | -1.7% | +8.2% | -9.9% | -1.7% |
| YTD | -0.5% | +32.9% | -33.5% | -0.9% |
| 1Y | +0.4% | +45.3% | -45.0% | -0.1% |
| 3Y | +13.1% | +41.7% | -28.5% | +12.5% |
| 5Y | -2.1% | +49.8% | -51.9% | -3.0% |
| All | +14.5% | +103.7% | -89.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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