+0.4%
BND vs S
+5.0%
-4.7%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.1% | -1.2% | +1.1% | -0.1% |
| 30D | -0.2% | -12.6% | +12.3% | -0.1% |
| 3M | -0.7% | +27.6% | -28.2% | -0.9% |
| 6M | -1.7% | +35.5% | -37.1% | -1.9% |
| YTD | -0.5% | +29.6% | -30.1% | -0.8% |
| 1Y | +0.4% | +8.1% | -7.8% | +0.1% |
| All | +0.4% | +5.0% | -4.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling