+99.6%
DE vs BND
-2.6%
+102.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | +9.0% | -1.1% | +10.2% | +9.3% |
| 3M | +19.1% | -1.9% | +21.0% | +19.7% |
| 6M | +14.4% | -1.6% | +16.0% | +14.8% |
| YTD | +45.9% | -1.2% | +47.2% | +46.4% |
| 1Y | +43.6% | -0.7% | +44.3% | +43.9% |
| 3Y | +75.9% | +12.5% | +63.4% | +72.8% |
| All | +99.6% | -2.6% | +102.2% | +68.5% |
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