-60.6%
C vs BND
+76.8%
-137.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | -0.1% | +3.8% | +3.5% |
| 30D | +0.1% | -0.4% | +0.4% | -0.2% |
| 3M | +2.4% | -0.6% | +3.1% | +1.9% |
| 6M | +24.9% | -1.4% | +26.4% | +23.5% |
| YTD | +19.8% | -0.2% | +20.0% | +19.5% |
| 1Y | +44.9% | +1.3% | +43.6% | +46.1% |
| 3Y | +263.0% | +13.2% | +249.8% | +297.6% |
| 5Y | +129.5% | -1.6% | +131.1% | +111.7% |
| 10Y | +291.6% | +15.5% | +276.1% | +369.2% |
| All | -60.6% | +76.8% | -137.4% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling