+15.7%
BND vs URA
+369.2%
-353.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -0.1% | +5.7% | -5.9% | -0.2% |
| 30D | -0.2% | +5.6% | -5.8% | -0.3% |
| 3M | -0.7% | +6.2% | -6.9% | -0.8% |
| 6M | -1.7% | -8.2% | +6.6% | -1.6% |
| YTD | -0.5% | +9.7% | -10.2% | -0.7% |
| 1Y | +0.4% | +17.0% | -16.6% | +0.1% |
| 3Y | +13.1% | +118.5% | -105.3% | +12.0% |
| 5Y | -2.1% | +134.3% | -136.4% | -3.2% |
| 10Y | +15.7% | +377.5% | -361.8% | +12.8% |
| All | +15.7% | +369.2% | -353.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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