+76.4%
BND vs FIS
+114.6%
-38.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -0.1% | +1.1% | -1.2% | -0.1% |
| 30D | -0.4% | -2.2% | +1.9% | -0.4% |
| 3M | -0.6% | +2.1% | -2.8% | -0.6% |
| 6M | -1.4% | -14.7% | +13.2% | -1.5% |
| YTD | -0.2% | -35.7% | +35.5% | -0.3% |
| 1Y | +1.3% | -37.1% | +38.3% | +1.2% |
| 3Y | +13.2% | -20.0% | +33.2% | +13.2% |
| 5Y | -1.6% | -62.1% | +60.6% | -2.0% |
| 10Y | +15.5% | -37.4% | +52.9% | +16.7% |
| All | +76.4% | +114.6% | -38.2% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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