-12.1%
DOW vs BND
+11.3%
-23.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -3.9% | -1.1% | -2.8% | -3.8% |
| 3M | -12.7% | -1.9% | -10.8% | -12.5% |
| 6M | -13.7% | -1.6% | -12.1% | -13.6% |
| YTD | +28.4% | -1.2% | +29.6% | +28.4% |
| 1Y | +21.8% | -0.7% | +22.5% | +21.7% |
| 3Y | -35.7% | +12.5% | -48.2% | -37.3% |
| 5Y | -36.8% | -2.5% | -34.3% | -39.2% |
| All | -12.1% | +11.3% | -23.4% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling