+74.2%
BND vs FFIV
+816.0%
-741.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.6% | -32.4% | +33.0% | +0.4% |
| 3M | -1.6% | -25.7% | +24.1% | -1.7% |
| 6M | -1.5% | -13.5% | +12.0% | -1.6% |
| YTD | -1.5% | +21.1% | -22.6% | -1.3% |
| 1Y | -1.1% | +29.4% | -30.5% | -0.9% |
| 3Y | +13.6% | +94.9% | -81.3% | +14.2% |
| 5Y | -1.8% | +34.7% | -36.5% | -1.6% |
| 10Y | +17.0% | +119.0% | -102.0% | +18.1% |
| All | +74.2% | +816.0% | -741.8% | +83.5% |
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