+78.8%
EXC vs BND
+76.8%
+2.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -3.7% | -0.4% | -3.4% | -3.6% |
| 3M | -1.3% | -0.6% | -0.7% | -1.1% |
| 6M | -9.7% | -1.4% | -8.3% | -9.2% |
| YTD | +2.9% | -0.2% | +3.1% | +3.0% |
| 1Y | +4.4% | +1.3% | +3.1% | +3.9% |
| 3Y | +22.2% | +13.2% | +9.1% | +17.5% |
| 5Y | +46.7% | -1.6% | +48.3% | +43.4% |
| 10Y | +155.3% | +15.5% | +139.9% | +147.7% |
| All | +78.8% | +76.8% | +2.0% | +78.8% |
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