+15.8%
BND vs REPL
-9.7%
+25.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.2% |
| 7D | -0.1% | -9.6% | +9.4% | -0.1% |
| 30D | -0.2% | +5.7% | -5.9% | -0.2% |
| 3M | -0.7% | +56.4% | -57.1% | -0.8% |
| 6M | -1.7% | +67.4% | -69.1% | -2.1% |
| YTD | -0.5% | +48.7% | -49.2% | -0.9% |
| 1Y | +0.4% | +148.3% | -147.9% | -0.4% |
| 3Y | +13.1% | -26.7% | +39.8% | +12.1% |
| 5Y | -2.1% | -54.1% | +52.1% | -3.0% |
| All | +15.8% | -9.7% | +25.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling