+15.8%
EW vs BND
+13.6%
+2.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | -3.3% | -0.4% | -3.0% | -3.1% |
| 3M | +1.0% | -0.2% | +1.3% | +1.2% |
| 6M | +6.2% | -1.2% | +7.4% | +7.0% |
| YTD | +1.7% | -0.3% | +2.0% | +2.0% |
| 1Y | +8.1% | +0.4% | +7.7% | +8.0% |
| All | +15.8% | +13.6% | +2.3% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling