+74.3%
F vs BND
+17.0%
+57.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.1% | +1.3% | +0.8% | +1.4% |
| 3M | -10.3% | -0.7% | -9.5% | -9.9% |
| 6M | +3.3% | -1.6% | +4.9% | +4.3% |
| YTD | -2.0% | -1.0% | -1.0% | -1.2% |
| 1Y | -2.3% | -0.7% | -1.6% | -1.7% |
| 3Y | +49.9% | +14.1% | +35.8% | +41.7% |
| 5Y | -12.5% | -1.5% | -10.9% | -18.3% |
| 10Y | +74.3% | +17.3% | +56.9% | +96.6% |
| All | +74.3% | +17.0% | +57.3% | +96.6% |
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