+10.1%
BND vs USAR
-19.4%
+29.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | +0.6% | -20.9% | +21.5% | +0.6% |
| 3M | -1.6% | -56.2% | +54.5% | -1.5% |
| 6M | -1.5% | -67.9% | +66.4% | -1.4% |
| YTD | -1.5% | -31.4% | +30.0% | -1.3% |
| 1Y | -1.1% | -45.1% | +44.0% | -0.9% |
| 3Y | +13.6% | -20.3% | +33.9% | +11.5% |
| All | +10.1% | -19.4% | +29.5% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling