+153.8%
B vs BND
-1.5%
+155.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | +1.4% | -0.4% | +1.7% | +2.0% |
| 3M | +12.2% | -0.2% | +12.4% | +12.8% |
| 6M | -2.1% | -1.2% | -1.0% | +0.2% |
| YTD | +2.9% | -0.3% | +3.3% | +4.0% |
| 1Y | +55.3% | +0.4% | +54.9% | +55.2% |
| 3Y | +198.7% | +13.4% | +185.3% | +146.9% |
| 5Y | +153.8% | -1.5% | +155.3% | +145.9% |
| All | +153.8% | -1.5% | +155.2% | +145.9% |
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 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