+1,071.2%
JPM vs BND
+76.6%
+994.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.3% |
| 30D | -1.1% | -0.4% | -0.8% | -1.5% |
| 3M | +14.1% | -0.2% | +14.4% | +13.8% |
| 6M | +23.3% | -1.2% | +24.5% | +21.7% |
| YTD | +11.3% | -0.3% | +11.6% | +10.8% |
| 1Y | +23.0% | +0.4% | +22.6% | +23.4% |
| 3Y | +162.6% | +13.4% | +149.2% | +199.1% |
| 5Y | +152.8% | -1.5% | +154.3% | +133.9% |
| 10Y | +583.6% | +15.5% | +568.2% | +753.4% |
| All | +1,071.2% | +76.6% | +994.6% | +3,200.9% |
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