+29.8%
BND vs RNG
+309.1%
-279.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | 0.0% |
| 7D | +0.1% | -0.8% | +1.0% | +0.1% |
| 30D | -0.4% | +11.4% | -11.8% | -0.4% |
| 3M | -0.2% | +72.1% | -72.3% | -0.7% |
| 6M | -1.2% | +67.9% | -69.1% | -1.7% |
| YTD | -0.3% | +144.3% | -144.7% | -1.2% |
| 1Y | +0.4% | +117.5% | -117.1% | -0.4% |
| 3Y | +13.4% | +123.9% | -110.5% | +12.3% |
| 5Y | -1.5% | -70.1% | +68.6% | -2.7% |
| 10Y | +15.5% | +215.9% | -200.4% | +16.8% |
| All | +29.8% | +309.1% | -279.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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