+74.2%
BND vs VFC
+75.5%
-1.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.1% |
| 7D | -1.4% | +1.6% | -3.1% | -1.4% |
| 30D | +0.6% | +25.5% | -24.9% | +0.6% |
| 3M | -1.6% | +41.3% | -42.9% | -1.6% |
| 6M | -1.5% | +22.2% | -23.8% | -1.5% |
| YTD | -1.5% | +16.4% | -17.9% | -1.5% |
| 1Y | -1.1% | +38.4% | -39.5% | -1.0% |
| 3Y | +13.6% | +56.2% | -42.6% | +13.9% |
| 5Y | -1.8% | -68.2% | +66.3% | -3.3% |
| 10Y | +17.0% | -48.4% | +65.4% | +17.1% |
| All | +74.2% | +75.5% | -1.3% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling