-2.1%
BND vs S
-71.9%
+69.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 6M | -1.7% | +35.5% | -37.1% | -2.3% |
| YTD | -0.5% | +29.6% | -30.1% | -1.1% |
| 1Y | +0.4% | +8.1% | -7.8% | +0.1% |
| 3Y | +13.1% | +14.8% | -1.6% | +12.1% |
| 5Y | -2.1% | -70.6% | +68.5% | -2.1% |
| All | -2.1% | -71.9% | +69.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling