+76.4%
BND vs ALL
+592.5%
-516.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | -0.1% | 0.0% | -0.2% | -0.1% |
| 30D | -0.4% | -1.5% | +1.1% | -0.4% |
| 3M | -0.6% | +23.6% | -24.3% | -0.6% |
| 6M | -1.4% | +22.3% | -23.8% | -1.4% |
| YTD | -0.2% | +26.5% | -26.7% | -0.2% |
| 1Y | +1.3% | +27.0% | -25.7% | +1.3% |
| 3Y | +13.2% | +149.6% | -136.4% | +13.4% |
| 5Y | -1.6% | +118.1% | -119.6% | -1.3% |
| 10Y | +15.5% | +369.0% | -353.5% | +16.3% |
| All | +76.4% | +592.5% | -516.1% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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