+158.8%
XLB vs BND
+15.0%
+143.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -3.5% | -0.9% | -2.6% | -3.1% |
| 30D | -4.7% | -1.0% | -3.7% | -4.2% |
| 3M | +2.7% | -1.2% | +4.0% | +3.3% |
| 6M | +2.6% | -2.0% | +4.6% | +3.6% |
| YTD | +12.8% | -1.2% | +14.0% | +13.6% |
| 1Y | +14.0% | -0.5% | +14.4% | +14.3% |
| 3Y | +31.5% | +12.4% | +19.1% | +25.9% |
| 5Y | +33.4% | -2.5% | +35.9% | +29.1% |
| All | +158.8% | +15.0% | +143.8% | +180.5% |
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 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