+311.9%
XLB vs BND
+76.8%
+235.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -1.4% | -0.1% | -1.2% | -1.4% |
| 30D | -0.4% | -0.4% | 0.0% | -0.4% |
| 3M | +2.0% | -0.6% | +2.6% | +1.9% |
| 6M | +1.8% | -1.4% | +3.3% | +1.7% |
| YTD | +16.6% | -0.2% | +16.8% | +16.6% |
| 1Y | +16.9% | +1.3% | +15.7% | +17.1% |
| 3Y | +32.6% | +13.2% | +19.4% | +34.9% |
| 5Y | +35.6% | -1.6% | +37.2% | +29.2% |
| 10Y | +160.0% | +15.5% | +144.6% | +176.7% |
| All | +311.9% | +76.8% | +235.1% | +434.8% |
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