+27.6%
BND vs USFR
+27.6%
0.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -0.4% | +0.3% | -0.7% | -0.3% |
| 3M | -0.2% | +1.0% | -1.2% | -0.2% |
| 6M | -1.2% | +1.9% | -3.1% | -1.1% |
| YTD | -0.3% | +2.7% | -3.0% | -0.2% |
| 1Y | +0.4% | +4.0% | -3.6% | +0.6% |
| 3Y | +13.4% | +14.0% | -0.6% | +14.0% |
| 5Y | -1.5% | +20.4% | -21.9% | -0.7% |
| 10Y | +15.5% | +28.1% | -12.6% | +16.6% |
| All | +27.6% | +27.6% | 0.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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