+75.8%
BND vs VTR
+334.9%
-259.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.1% | -2.9% | +2.8% | -0.1% |
| 30D | -0.2% | -2.8% | +2.6% | -0.2% |
| 3M | -0.7% | +9.0% | -9.7% | -0.8% |
| 6M | -1.7% | +5.0% | -6.6% | -1.8% |
| YTD | -0.5% | +16.9% | -17.5% | -0.8% |
| 1Y | +0.4% | +34.3% | -33.9% | -0.1% |
| 3Y | +13.1% | +131.6% | -118.4% | +11.6% |
| 5Y | -2.1% | +88.0% | -90.1% | -3.3% |
| 10Y | +15.7% | +97.8% | -82.1% | +12.7% |
| All | +75.8% | +334.9% | -259.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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