+75.6%
BND vs FICO
+1,744.9%
-1,669.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | +2.3% | +1.7% | +0.6% | +2.3% |
| 3M | -0.8% | -35.2% | +34.4% | -0.6% |
| 6M | -0.8% | -33.7% | +32.8% | -0.7% |
| YTD | -0.6% | -58.2% | +57.5% | -0.4% |
| 1Y | 0.0% | -56.6% | +56.6% | +0.3% |
| 3Y | +14.3% | -24.0% | +38.3% | +14.4% |
| 5Y | -1.8% | +86.1% | -87.8% | -1.7% |
| 10Y | +15.7% | +522.8% | -507.1% | +18.5% |
| All | +75.6% | +1,744.9% | -1,669.2% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling