+207.5%
F vs BND
+76.6%
+130.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +2.9% | +2.0% | +0.9% | +3.0% |
| 3M | -9.5% | -0.4% | -9.1% | -9.5% |
| 6M | +4.0% | -0.9% | +4.9% | +3.9% |
| YTD | -1.3% | -0.3% | -0.9% | -1.3% |
| 1Y | -1.9% | 0.0% | -1.9% | -2.0% |
| 3Y | +53.5% | +15.1% | +38.4% | +58.1% |
| 5Y | -15.1% | -1.5% | -13.6% | -21.2% |
| 10Y | +81.0% | +17.6% | +63.4% | +97.7% |
| All | +207.5% | +76.6% | +130.9% | +311.5% |
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 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