+76.4%
BND vs VMC
+178.4%
-102.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.1% | -4.3% | +4.2% | -0.2% |
| 30D | -0.4% | -8.2% | +7.9% | -0.4% |
| 3M | -0.6% | -7.0% | +6.4% | -0.6% |
| 6M | -1.4% | -10.8% | +9.3% | -1.5% |
| YTD | -0.2% | -7.4% | +7.2% | -0.2% |
| 1Y | +1.3% | -9.5% | +10.8% | +1.3% |
| 3Y | +13.2% | +20.5% | -7.3% | +13.3% |
| 5Y | -1.6% | +51.6% | -53.1% | -1.2% |
| 10Y | +15.5% | +150.0% | -134.6% | +16.7% |
| All | +76.4% | +178.4% | -102.1% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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