+590.9%
JPM vs BND
+15.0%
+575.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.8% |
| 30D | -2.5% | -1.1% | -1.3% | -2.6% |
| 3M | +14.1% | -1.9% | +16.0% | +13.9% |
| 6M | +25.1% | -1.6% | +26.7% | +24.8% |
| YTD | +12.1% | -1.2% | +13.4% | +11.9% |
| 1Y | +18.8% | -0.7% | +19.6% | +18.7% |
| 3Y | +163.4% | +12.5% | +150.9% | +166.9% |
| 5Y | +156.5% | -2.5% | +159.1% | +147.1% |
| All | +590.9% | +15.0% | +575.9% | +807.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling