+131.6%
C vs BND
-1.5%
+133.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | +1.3% | -0.4% | +1.6% | +1.4% |
| 3M | +3.1% | -0.2% | +3.4% | +3.2% |
| 6M | +29.6% | -1.2% | +30.8% | +30.0% |
| YTD | +19.0% | -0.3% | +19.3% | +19.0% |
| 1Y | +45.6% | +0.4% | +45.3% | +45.5% |
| 3Y | +269.3% | +13.4% | +255.9% | +255.2% |
| 5Y | +131.6% | -1.5% | +133.1% | +79.6% |
| All | +131.6% | -1.5% | +133.0% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling