+13.6%
BND vs RF
+119.8%
-106.2%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.2% |
| 7D | -1.4% | +1.9% | -3.4% | -1.5% |
| 30D | +0.6% | +7.3% | -6.7% | +0.4% |
| 3M | -1.6% | -7.9% | +6.3% | -1.4% |
| 6M | -1.5% | +10.5% | -12.1% | -1.8% |
| YTD | -1.5% | +9.6% | -11.1% | -1.7% |
| 1Y | -1.1% | +20.3% | -21.4% | -1.6% |
| 3Y | +13.6% | +119.5% | -105.9% | +9.1% |
| All | +13.6% | +119.8% | -106.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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