+74.9%
BND vs FE
+63.7%
+11.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.6% | -0.4% | -0.2% | -0.6% |
| 30D | +1.2% | +3.6% | -2.4% | +1.1% |
| 3M | -0.8% | +0.3% | -1.2% | -0.9% |
| 6M | -1.4% | +6.4% | -7.8% | -1.5% |
| YTD | -1.1% | +8.1% | -9.2% | -1.2% |
| 1Y | -1.0% | +4.6% | -5.6% | -1.1% |
| 3Y | +14.0% | +49.1% | -35.1% | +13.1% |
| 5Y | -1.4% | +46.1% | -47.5% | -2.2% |
| 10Y | +17.5% | +122.7% | -105.2% | +16.0% |
| All | +74.9% | +63.7% | +11.2% | +70.4% |
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