+205.6%
F vs BND
+76.5%
+129.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.6% | 0.0% | +1.5% | +1.6% |
| 30D | +2.6% | +2.3% | +0.4% | +2.8% |
| 3M | -8.8% | -0.2% | -8.6% | -8.9% |
| 6M | +4.6% | -1.0% | +5.6% | +4.5% |
| YTD | -1.9% | -0.4% | -1.5% | -2.0% |
| 1Y | -0.8% | -0.1% | -0.6% | -0.8% |
| 3Y | +43.5% | +15.1% | +28.4% | +47.8% |
| 5Y | -12.1% | -1.5% | -10.6% | -18.3% |
| 10Y | +83.6% | +16.0% | +67.6% | +98.0% |
| All | +205.6% | +76.5% | +129.1% | +308.8% |
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