+15.1%
BND vs FTV
+90.8%
-75.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.1% | -4.5% | +4.3% | -0.1% |
| 30D | -0.4% | -7.1% | +6.7% | -0.2% |
| 3M | -0.6% | -7.2% | +6.5% | -0.5% |
| 6M | -1.4% | -1.5% | +0.1% | -1.4% |
| YTD | -0.2% | +3.5% | -3.7% | -0.3% |
| 1Y | +1.3% | +20.3% | -19.1% | +0.9% |
| 3Y | +13.2% | -3.1% | +16.3% | +13.0% |
| 5Y | -1.6% | +2.3% | -3.9% | -2.0% |
| 10Y | +15.5% | +76.3% | -60.8% | +14.4% |
| All | +15.1% | +90.8% | -75.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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