+107.3%
C vs BND
-1.6%
+108.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -6.0% | +2.3% | -8.3% | -6.7% |
| 3M | -10.5% | -0.2% | -10.3% | -10.5% |
| 6M | -5.7% | -1.0% | -4.7% | -5.4% |
| YTD | +4.1% | -0.4% | +4.5% | +4.2% |
| 1Y | +20.5% | -0.1% | +20.6% | +20.5% |
| 3Y | +208.1% | +15.1% | +193.0% | +194.0% |
| All | +107.3% | -1.6% | +108.9% | +61.0% |
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