-0.5%
BND vs Z
-64.6%
+64.1%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.6% |
| 7D | -0.9% | -11.6% | +10.7% | -0.7% |
| 30D | -1.0% | -8.5% | +7.5% | -0.8% |
| 3M | -1.2% | -7.9% | +6.7% | -1.1% |
| 6M | -2.0% | -29.1% | +27.1% | -1.5% |
| YTD | -1.2% | -54.2% | +53.0% | -0.1% |
| 1Y | -0.5% | -63.5% | +63.1% | +0.9% |
| All | -0.5% | -64.6% | +64.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling