+76.1%
BND vs FE
+63.3%
+12.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | +2.3% | +5.2% | -2.9% | +2.2% |
| 3M | -0.2% | 0.0% | -0.2% | -0.2% |
| 6M | -1.0% | +5.0% | -6.0% | -1.1% |
| YTD | -0.4% | +7.9% | -8.3% | -0.6% |
| 1Y | -0.1% | +6.3% | -6.5% | -0.3% |
| 3Y | +15.1% | +46.0% | -30.9% | +14.2% |
| 5Y | -1.5% | +45.6% | -47.1% | -2.3% |
| 10Y | +16.0% | +109.3% | -93.3% | +14.6% |
| All | +76.1% | +63.3% | +12.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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