+154.6%
JPM vs BND
-2.6%
+157.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -2.3% | -0.9% | -1.4% | -2.4% |
| 30D | -2.3% | -1.0% | -1.4% | -2.4% |
| 3M | +14.9% | -1.2% | +16.1% | +14.8% |
| 6M | +23.6% | -2.0% | +25.6% | +23.4% |
| YTD | +11.3% | -1.2% | +12.5% | +11.2% |
| 1Y | +19.9% | -0.5% | +20.3% | +19.9% |
| 3Y | +162.6% | +12.4% | +150.2% | +162.2% |
| 5Y | +154.6% | -2.5% | +157.1% | +109.5% |
| All | +154.6% | -2.6% | +157.2% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling