+950.6%
BX vs BND
+78.9%
+871.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.3% | -0.4% | -1.9% | -2.1% |
| 3M | +18.5% | -0.2% | +18.8% | +18.7% |
| 6M | +23.7% | -1.2% | +24.9% | +24.6% |
| YTD | -10.4% | -0.3% | -10.0% | -10.1% |
| 1Y | -19.6% | +0.4% | -20.0% | -19.6% |
| 3Y | +30.8% | +13.4% | +17.4% | +24.3% |
| 5Y | +24.3% | -1.5% | +25.9% | +17.1% |
| 10Y | +679.5% | +15.5% | +664.0% | +688.9% |
| All | +950.6% | +78.9% | +871.7% | +1,254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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