-1.6%
BND vs S
-56.9%
+55.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.0% | -11.8% | +10.8% | -0.8% |
| 3M | -1.2% | +33.9% | -35.2% | -1.7% |
| 6M | -2.0% | +40.1% | -42.1% | -2.6% |
| YTD | -1.2% | +32.1% | -33.2% | -1.7% |
| 1Y | -0.5% | +11.0% | -11.5% | -0.8% |
| 3Y | +12.4% | +16.9% | -4.5% | +11.4% |
| 5Y | -2.5% | -68.9% | +66.4% | -2.5% |
| All | -1.6% | -56.9% | +55.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling