+76.4%
BND vs XRT
+415.6%
-339.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.1% | +0.8% | -1.0% | -0.1% |
| 30D | -0.4% | -4.2% | +3.8% | -0.4% |
| 3M | -0.6% | +4.9% | -5.5% | -0.6% |
| 6M | -1.4% | +1.9% | -3.4% | -1.4% |
| YTD | -0.2% | +2.7% | -2.9% | -0.2% |
| 1Y | +1.3% | +0.7% | +0.6% | +1.3% |
| 3Y | +13.2% | +35.6% | -22.4% | +13.5% |
| 5Y | -1.6% | -1.0% | -0.6% | -1.8% |
| 10Y | +15.5% | +128.4% | -113.0% | +17.9% |
| All | +76.4% | +415.6% | -339.2% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded XRT 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling