+17.5%
BND vs FICO
+527.0%
-509.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.4% | +2.2% | -3.7% | -1.5% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | -1.6% | -35.2% | +33.6% | -0.8% |
| 6M | -1.5% | -32.4% | +30.8% | -1.0% |
| YTD | -1.5% | -57.4% | +55.9% | +0.3% |
| 1Y | -1.1% | -58.5% | +57.5% | +0.7% |
| 3Y | +13.6% | -28.9% | +42.5% | +13.1% |
| 5Y | -1.8% | +91.7% | -93.5% | -5.5% |
| All | +17.5% | +527.0% | -509.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling