+15.1%
BND vs FICO
-24.3%
+39.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | 0.0% | -0.9% | +1.0% | +0.1% |
| 30D | +2.3% | +3.3% | -1.1% | +2.2% |
| 3M | -0.2% | -31.7% | +31.5% | +0.2% |
| 6M | -1.0% | -34.0% | +33.0% | -0.6% |
| YTD | -0.4% | -58.3% | +58.0% | +0.7% |
| 1Y | -0.1% | -57.9% | +57.8% | +0.9% |
| 3Y | +15.1% | -24.1% | +39.2% | +11.8% |
| All | +15.1% | -24.3% | +39.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling