+11.4%
BND vs USAR
+74.5%
-63.1%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.1% | +2.3% | -2.2% | +0.1% |
| 30D | -0.4% | -8.6% | +8.3% | -0.3% |
| 3M | -0.2% | -20.5% | +20.2% | -0.2% |
| 6M | -1.2% | +1.2% | -2.4% | -1.1% |
| YTD | -0.3% | +48.4% | -48.7% | -0.3% |
| 1Y | +0.4% | +30.6% | -30.2% | +0.5% |
| 3Y | +13.4% | +73.6% | -60.3% | +11.0% |
| All | +11.4% | +74.5% | -63.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 5y: compounded portfolio wealth divided by compounded USAR 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…
5y analysis · Full analysis span regression · 6 months rolling