+47.6%
F vs BND
+13.7%
+34.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +5.3% | -0.1% | +5.5% | +5.5% |
| 30D | +4.6% | -0.4% | +4.9% | +5.1% |
| 3M | -3.7% | -0.6% | -3.0% | -2.8% |
| 6M | +16.8% | -1.4% | +18.3% | +18.9% |
| YTD | +15.3% | -0.2% | +15.5% | +16.0% |
| 1Y | +31.0% | +1.3% | +29.7% | +30.0% |
| All | +47.6% | +13.7% | +34.0% | +28.9% |
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