+74.6%
BND vs NYT
+250.5%
-175.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -1.1% | +4.6% | -5.7% | -1.1% |
| 3M | -1.9% | -9.6% | +7.7% | -1.9% |
| 6M | -1.6% | -14.0% | +12.4% | -1.7% |
| YTD | -1.2% | -2.8% | +1.6% | -1.2% |
| 1Y | -0.7% | +15.6% | -16.3% | -0.6% |
| 3Y | +12.5% | +56.3% | -43.8% | +13.1% |
| 5Y | -2.5% | +39.5% | -42.1% | -2.2% |
| 10Y | +14.9% | +488.0% | -473.1% | +18.9% |
| All | +74.6% | +250.5% | -175.9% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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