-29.4%
EW vs BND
-1.8%
-27.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -5.1% | -0.1% | -5.0% | -5.0% |
| 30D | -6.4% | -0.2% | -6.1% | -6.1% |
| 3M | -1.6% | -0.7% | -0.9% | -0.9% |
| 6M | +2.3% | -1.7% | +3.9% | +3.9% |
| YTD | +1.1% | -0.5% | +1.6% | +1.7% |
| 1Y | +8.0% | +0.4% | +7.6% | +7.7% |
| 3Y | +16.3% | +13.1% | +3.2% | +3.6% |
| 5Y | -29.4% | -2.1% | -27.3% | -35.4% |
| All | -29.4% | -1.8% | -27.6% | -35.4% |
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