+26.8%
BND vs FIVE
+868.1%
-841.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | 0.0% |
| 7D | -0.1% | +4.3% | -4.4% | -0.2% |
| 30D | -0.4% | +12.5% | -12.9% | -0.5% |
| 3M | -0.6% | +31.2% | -31.9% | -0.9% |
| 6M | -1.4% | +14.4% | -15.8% | -1.6% |
| YTD | -0.2% | +33.9% | -34.1% | -0.5% |
| 1Y | +1.3% | +65.1% | -63.8% | +0.8% |
| 3Y | +13.2% | +49.0% | -35.8% | +12.6% |
| 5Y | -1.6% | +30.3% | -31.9% | -2.2% |
| 10Y | +15.5% | +481.1% | -465.6% | +14.6% |
| All | +26.8% | +868.1% | -841.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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