+11.5%
BND vs USAR
+74.0%
-62.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.1% | -2.1% | +2.0% | -0.1% |
| 30D | -0.4% | +2.6% | -3.0% | -0.4% |
| 3M | -0.6% | -35.0% | +34.4% | -0.6% |
| 6M | -1.4% | -6.9% | +5.4% | -1.4% |
| YTD | -0.2% | +48.0% | -48.2% | -0.2% |
| 1Y | +1.3% | +24.8% | -23.5% | +1.3% |
| 3Y | +13.2% | +73.2% | -60.1% | +10.8% |
| All | +11.5% | +74.0% | -62.5% | +8.8% |
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