+25.8%
C vs BND
-0.9%
+26.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.4% | -0.6% | +0.1% | +0.1% |
| 30D | -5.3% | +1.2% | -6.5% | -6.9% |
| 3M | -8.0% | -0.8% | -7.2% | -6.9% |
| 6M | -0.3% | -1.4% | +1.2% | +1.4% |
| YTD | +8.6% | -1.1% | +9.7% | +7.8% |
| 1Y | +25.8% | -1.0% | +26.8% | +24.7% |
| All | +25.8% | -0.9% | +26.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 1y: compounded portfolio wealth divided by compounded BND 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…
1y analysis · Full analysis span regression · 6 months rolling