+76.4%
BND vs FE
+62.9%
+13.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.1% | +1.9% | -2.1% | -0.2% |
| 30D | -0.4% | -1.2% | +0.8% | -0.3% |
| 3M | -0.6% | +3.5% | -4.1% | -0.7% |
| 6M | -1.4% | -6.1% | +4.6% | -1.3% |
| YTD | -0.2% | +7.6% | -7.8% | -0.4% |
| 1Y | +1.3% | +11.9% | -10.6% | +1.0% |
| 3Y | +13.2% | +48.4% | -35.3% | +12.2% |
| 5Y | -1.6% | +44.8% | -46.4% | -2.4% |
| 10Y | +15.5% | +115.9% | -100.4% | +14.0% |
| All | +76.4% | +62.9% | +13.5% | +71.9% |
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