-2.1%
BND vs STZ
-38.0%
+35.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.1% | -6.0% | +5.9% | 0.0% |
| 30D | -0.2% | -8.9% | +8.6% | 0.0% |
| 3M | -0.7% | -12.6% | +11.9% | -0.3% |
| 6M | -1.7% | -17.2% | +15.5% | -1.2% |
| YTD | -0.5% | -10.0% | +9.5% | -0.4% |
| 1Y | +0.4% | -14.3% | +14.7% | +0.7% |
| 3Y | +13.1% | -49.9% | +63.1% | +15.7% |
| 5Y | -2.1% | -38.2% | +36.1% | +0.6% |
| All | -2.1% | -38.0% | +35.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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