+22.4%
BND vs RUN
-29.4%
+51.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.1% |
| 7D | +0.1% | +10.2% | -10.0% | 0.0% |
| 30D | -0.4% | -9.6% | +9.3% | -0.3% |
| 3M | -0.2% | -31.5% | +31.3% | +0.1% |
| 6M | -1.2% | -18.7% | +17.5% | -1.1% |
| YTD | -0.3% | -49.9% | +49.6% | +0.2% |
| 1Y | +0.4% | -45.5% | +45.9% | +0.7% |
| 3Y | +13.4% | -34.1% | +47.5% | +12.1% |
| 5Y | -1.5% | -79.4% | +77.9% | -2.3% |
| 10Y | +15.5% | +48.9% | -33.5% | +14.4% |
| All | +22.4% | -29.4% | +51.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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