-2.5%
BND vs SPXU
-85.5%
+83.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -0.6% |
| 7D | -0.9% | +6.4% | -7.3% | -0.8% |
| 30D | -1.0% | +5.9% | -6.9% | -0.8% |
| 3M | -1.2% | -11.7% | +10.4% | -1.5% |
| 6M | -2.0% | -28.7% | +26.7% | -2.7% |
| YTD | -1.2% | -26.4% | +25.2% | -1.8% |
| 1Y | -0.5% | -35.2% | +34.8% | -1.3% |
| 3Y | +12.4% | -79.8% | +92.2% | +8.6% |
| 5Y | -2.5% | -86.1% | +83.6% | -6.6% |
| All | -2.5% | -85.5% | +83.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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