+37.6%
BND vs URA
-50.4%
+88.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +1.3% | -14.8% | +16.1% | +1.3% |
| 3M | -0.7% | -25.3% | +24.6% | -0.6% |
| 6M | -1.6% | -39.9% | +38.3% | -1.5% |
| YTD | -1.0% | -22.4% | +21.4% | -0.9% |
| 1Y | -0.7% | -29.0% | +28.3% | -0.6% |
| 3Y | +14.1% | +41.0% | -26.9% | +14.2% |
| 5Y | -1.5% | +38.3% | -39.9% | -1.4% |
| 10Y | +17.3% | +276.1% | -258.7% | +18.6% |
| All | +37.6% | -50.4% | +88.0% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling