+14.9%
BND vs FDS
+66.9%
-51.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.5% |
| 7D | -0.9% | -16.0% | +15.1% | -0.5% |
| 30D | -1.0% | -6.7% | +5.8% | -0.8% |
| 3M | -1.2% | +6.0% | -7.2% | -1.5% |
| 6M | -2.0% | +25.1% | -27.1% | -2.8% |
| YTD | -1.2% | -8.1% | +7.0% | -1.1% |
| 1Y | -0.5% | -26.0% | +25.6% | +0.3% |
| 3Y | +12.4% | -36.4% | +48.8% | +13.7% |
| 5Y | -2.5% | -27.7% | +25.3% | -1.8% |
| All | +14.9% | +66.9% | -51.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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