+21.3%
EXC vs BND
+13.3%
+8.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -2.7% | -0.4% | -2.4% | -2.4% |
| 3M | -1.0% | -0.2% | -0.7% | -0.7% |
| 6M | -9.3% | -1.2% | -8.1% | -8.3% |
| YTD | +3.6% | -0.3% | +3.9% | +4.0% |
| 1Y | +5.9% | +0.4% | +5.5% | +5.6% |
| 3Y | +21.3% | +13.4% | +7.9% | +7.9% |
| All | +21.3% | +13.3% | +8.0% | +7.9% |
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