-64.3%
C vs BND
+75.9%
-140.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.4% | -0.6% | +0.1% | -0.8% |
| 30D | -5.3% | +1.6% | -6.9% | -4.3% |
| 3M | -8.0% | -0.5% | -7.5% | -8.3% |
| 6M | -0.3% | -1.1% | +0.8% | -1.1% |
| YTD | +8.6% | -0.7% | +9.3% | +8.0% |
| 1Y | +25.8% | -0.7% | +26.5% | +25.1% |
| 3Y | +221.2% | +14.4% | +206.7% | +256.1% |
| 5Y | +113.6% | -1.1% | +114.6% | +98.6% |
| 10Y | +218.3% | +17.9% | +200.4% | +298.8% |
| All | -64.3% | +75.9% | -140.2% | -24.9% |
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