+160.8%
EXC vs BND
+15.6%
+145.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | +0.3% | -0.1% | +0.5% | +0.4% |
| 30D | -0.9% | -0.2% | -0.6% | -0.7% |
| 3M | -2.7% | -0.7% | -2.0% | -2.2% |
| 6M | -9.4% | -1.7% | -7.7% | -8.2% |
| YTD | +3.0% | -0.5% | +3.6% | +3.5% |
| 1Y | +5.1% | +0.4% | +4.8% | +4.9% |
| 3Y | +20.6% | +13.1% | +7.5% | +10.5% |
| 5Y | +45.7% | -2.1% | +47.8% | +44.8% |
| 10Y | +160.8% | +15.7% | +145.1% | +117.4% |
| All | +160.8% | +15.6% | +145.3% | +117.4% |
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 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