+76.2%
BND vs RMBS
+309.7%
-233.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +0.1% | +3.0% | -2.8% | +0.1% |
| 30D | -0.4% | -14.4% | +14.1% | -0.4% |
| 3M | -0.2% | -42.8% | +42.6% | -0.3% |
| 6M | -1.2% | -1.4% | +0.2% | -1.1% |
| YTD | -0.3% | -5.4% | +5.1% | -0.3% |
| 1Y | +0.4% | +18.6% | -18.2% | +0.5% |
| 3Y | +13.4% | +57.3% | -43.9% | +13.6% |
| 5Y | -1.5% | +265.7% | -267.2% | -1.0% |
| 10Y | +15.5% | +546.0% | -530.6% | +16.5% |
| All | +76.2% | +309.7% | -233.5% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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