-2.1%
BND vs RBA
+39.8%
-41.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | -0.1% | -1.9% | +1.8% | -0.1% |
| 30D | -0.2% | -13.0% | +12.7% | +0.1% |
| 3M | -0.7% | -23.1% | +22.4% | -0.1% |
| 6M | -1.7% | -22.6% | +20.9% | -1.2% |
| YTD | -0.5% | -20.4% | +19.9% | -0.2% |
| 1Y | +0.4% | -29.6% | +29.9% | +1.0% |
| 3Y | +13.1% | +26.6% | -13.4% | +11.9% |
| 5Y | -2.1% | +38.2% | -40.3% | -3.6% |
| All | -2.1% | +39.8% | -41.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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