+21.1%
BND vs P
+469.1%
-448.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.1% |
| 7D | 0.0% | -23.8% | +23.8% | +0.2% |
| 30D | +2.3% | -36.6% | +38.9% | +2.5% |
| 3M | -0.2% | +10.9% | -11.1% | -0.3% |
| 6M | -1.0% | +30.0% | -31.0% | -1.2% |
| YTD | -0.4% | +44.4% | -44.8% | -0.7% |
| 1Y | -0.1% | +3.9% | -4.1% | -0.3% |
| 3Y | +15.1% | +176.6% | -161.5% | +13.9% |
| 5Y | -1.5% | +249.3% | -250.8% | -2.7% |
| 10Y | +16.0% | +726.9% | -710.9% | +14.5% |
| All | +21.1% | +469.1% | -448.1% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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