+13.4%
BND vs REPL
-24.7%
+38.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | -5.7% | +5.9% | +0.1% |
| 30D | -0.4% | +22.5% | -22.8% | -0.4% |
| 3M | -0.2% | +64.7% | -64.9% | -0.2% |
| 6M | -1.2% | +83.0% | -84.2% | -1.2% |
| YTD | -0.3% | +52.0% | -52.3% | -0.4% |
| 1Y | +0.4% | +144.5% | -144.1% | +0.3% |
| 3Y | +13.4% | -25.1% | +38.5% | +12.2% |
| All | +13.4% | -24.7% | +38.1% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling