+48.1%
BND vs VRSK
+585.1%
-536.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.9% | -7.7% | +6.8% | -0.8% |
| 30D | -1.0% | -2.8% | +1.9% | -0.9% |
| 3M | -1.2% | -3.7% | +2.5% | -1.2% |
| 6M | -2.0% | -12.8% | +10.8% | -1.9% |
| YTD | -1.2% | -21.0% | +19.8% | -0.9% |
| 1Y | -0.5% | -32.5% | +32.0% | 0.0% |
| 3Y | +12.4% | -26.5% | +38.9% | +12.8% |
| 5Y | -2.5% | -11.5% | +9.0% | -2.5% |
| 10Y | +15.0% | +125.7% | -110.7% | +17.3% |
| All | +48.1% | +585.1% | -536.9% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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