+20.5%
BND vs Z
+4.2%
+16.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.6% |
| 7D | -1.4% | -4.9% | +3.5% | -1.3% |
| 30D | +0.8% | +3.0% | -2.2% | +0.7% |
| 3M | -1.2% | -13.4% | +12.2% | -1.0% |
| 6M | -1.4% | -27.3% | +25.9% | -0.9% |
| YTD | -1.3% | -57.8% | +56.5% | +0.2% |
| 1Y | -1.2% | -60.0% | +58.8% | +0.3% |
| 3Y | +13.7% | -21.5% | +35.2% | +13.7% |
| 5Y | -1.7% | -55.0% | +53.3% | -1.5% |
| 10Y | +17.2% | -18.8% | +35.9% | +16.7% |
| All | +20.5% | +4.2% | +16.4% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling