-1.7%
BND vs S
-51.5%
+49.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.6% | -0.5% |
| 7D | -1.4% | +4.1% | -5.5% | -1.5% |
| 30D | +0.8% | -7.2% | +8.0% | +0.9% |
| 3M | -1.2% | 0.0% | -1.2% | -1.3% |
| 6M | -1.4% | +41.6% | -43.0% | -2.0% |
| YTD | -1.3% | +48.6% | -49.9% | -2.1% |
| 1Y | -1.2% | +30.0% | -31.3% | -1.9% |
| 3Y | +13.7% | +42.2% | -28.4% | +12.3% |
| 5Y | -1.7% | -70.8% | +69.1% | -1.8% |
| All | -1.7% | -51.5% | +49.8% | -2.6% |
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