+14.9%
BND vs VFC
-70.4%
+85.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.6% |
| 7D | -0.9% | -3.3% | +2.4% | -0.9% |
| 30D | -1.0% | -14.0% | +13.1% | -0.8% |
| 3M | -1.2% | -22.6% | +21.3% | -1.0% |
| 6M | -2.0% | -24.7% | +22.7% | -1.7% |
| YTD | -1.2% | -29.0% | +27.8% | -0.9% |
| 1Y | -0.5% | -13.8% | +13.3% | -0.4% |
| 3Y | +12.4% | -28.2% | +40.7% | +12.1% |
| 5Y | -2.5% | -79.0% | +76.5% | -2.5% |
| All | +14.9% | -70.4% | +85.3% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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