+23.6%
EW vs BND
-1.2%
+24.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.9% |
| 7D | +4.9% | -1.4% | +6.3% | +7.1% |
| 30D | +24.1% | +0.8% | +23.3% | +22.8% |
| 3M | +13.7% | -1.2% | +14.9% | +16.0% |
| 6M | +32.7% | -1.4% | +34.1% | +35.9% |
| YTD | +24.1% | -1.3% | +25.4% | +27.3% |
| 1Y | +23.6% | -1.2% | +24.9% | +26.5% |
| All | +23.6% | -1.2% | +24.9% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling