+13.7%
BND vs FTV
+127.6%
-113.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.4% | +3.9% | -5.3% | -1.5% |
| 30D | +0.6% | +18.7% | -18.1% | +0.3% |
| 3M | -1.6% | +10.0% | -11.6% | -1.8% |
| 6M | -1.5% | +14.6% | -16.1% | -1.8% |
| YTD | -1.5% | +23.4% | -24.9% | -1.9% |
| 1Y | -1.1% | +31.3% | -32.4% | -1.6% |
| 3Y | +13.6% | +39.8% | -26.2% | +12.7% |
| 5Y | -1.8% | +17.7% | -19.5% | -2.6% |
| 10Y | +17.0% | +110.2% | -93.2% | +15.5% |
| All | +13.7% | +127.6% | -113.9% | +12.1% |
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