+1,994.4%
EW vs BND
+76.8%
+1,917.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +1.0% | -0.4% | +1.4% | +1.1% |
| 3M | +2.8% | -0.6% | +3.4% | +2.9% |
| 6M | +5.5% | -1.4% | +6.9% | +5.7% |
| YTD | +5.5% | -0.2% | +5.7% | +5.5% |
| 1Y | +11.0% | +1.3% | +9.8% | +10.9% |
| 3Y | +17.7% | +13.2% | +4.5% | +16.8% |
| 5Y | -25.7% | -1.6% | -24.2% | -29.2% |
| 10Y | +132.8% | +15.5% | +117.3% | +136.8% |
| All | +1,994.4% | +76.8% | +1,917.6% | +2,060.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling