+46.5%
F vs BND
-1.5%
+48.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | +1.2% | -0.4% | +1.6% | +1.6% |
| 3M | -5.7% | -0.2% | -5.4% | -5.4% |
| 6M | +17.9% | -1.2% | +19.1% | +19.5% |
| YTD | +10.4% | -0.3% | +10.7% | +11.0% |
| 1Y | +25.3% | +0.4% | +24.9% | +25.3% |
| 3Y | +37.5% | +13.4% | +24.1% | +23.5% |
| 5Y | +46.5% | -1.5% | +48.0% | +9.5% |
| All | +46.5% | -1.5% | +48.0% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling