+76.4%
BND vs FDX
+354.4%
-278.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.1% | -2.5% | +2.4% | -0.2% |
| 30D | -0.4% | +3.8% | -4.2% | -0.3% |
| 3M | -0.6% | -1.3% | +0.7% | -0.6% |
| 6M | -1.4% | +5.0% | -6.5% | -1.4% |
| YTD | -0.2% | +39.6% | -39.9% | +0.1% |
| 1Y | +1.3% | +81.1% | -79.8% | +1.9% |
| 3Y | +13.2% | +63.0% | -49.9% | +13.9% |
| 5Y | -1.6% | +65.6% | -67.2% | -0.9% |
| 10Y | +15.5% | +183.4% | -167.9% | +17.8% |
| All | +76.4% | +354.4% | -278.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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