+75.0%
BND vs FFIV
+840.2%
-765.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -0.1% | -4.2% | +4.1% | -0.1% |
| 30D | +1.3% | -33.9% | +35.2% | +1.1% |
| 3M | -0.7% | -22.6% | +21.9% | -0.8% |
| 6M | -1.6% | -10.4% | +8.8% | -1.6% |
| YTD | -1.0% | +24.3% | -25.3% | -0.8% |
| 1Y | -0.7% | +31.8% | -32.5% | -0.5% |
| 3Y | +14.1% | +99.5% | -85.4% | +14.7% |
| 5Y | -1.5% | +40.7% | -42.3% | -1.3% |
| 10Y | +17.3% | +126.9% | -109.6% | +18.4% |
| All | +75.0% | +840.2% | -765.2% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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