-1.7%
BND vs VSXY
+37.7%
-39.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.2% |
| 7D | -0.1% | -10.7% | +10.6% | -0.1% |
| 30D | -0.2% | -24.3% | +24.0% | -0.1% |
| 3M | -0.7% | +1.0% | -1.7% | -0.7% |
| 6M | -1.7% | +57.4% | -59.0% | -2.1% |
| YTD | -0.5% | +39.8% | -40.3% | -0.9% |
| 1Y | +0.4% | +196.5% | -196.1% | -0.5% |
| 3Y | +13.1% | +357.2% | -344.1% | +11.5% |
| 5Y | -2.1% | +18.9% | -21.0% | -3.2% |
| All | -1.7% | +37.7% | -39.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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