+67.3%
F vs BND
+17.2%
+50.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.1% | -1.4% | -1.7% | -2.2% |
| 30D | 0.0% | +0.6% | -0.6% | -0.3% |
| 3M | -13.2% | -1.6% | -11.6% | -12.3% |
| 6M | -10.2% | -1.5% | -8.7% | -9.3% |
| YTD | -4.9% | -1.5% | -3.5% | -3.9% |
| 1Y | -6.1% | -1.1% | -5.0% | -5.2% |
| 3Y | +46.0% | +13.6% | +32.4% | +38.4% |
| 5Y | -15.7% | -1.8% | -13.9% | -21.1% |
| All | +67.3% | +17.2% | +50.1% | +89.9% |
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 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