+259.1%
F vs BND
+76.8%
+182.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +5.3% | -0.1% | +5.5% | +5.3% |
| 30D | +4.6% | -0.4% | +4.9% | +4.6% |
| 3M | -3.7% | -0.6% | -3.0% | -3.7% |
| 6M | +16.8% | -1.4% | +18.3% | +16.6% |
| YTD | +15.3% | -0.2% | +15.5% | +15.3% |
| 1Y | +31.0% | +1.3% | +29.7% | +31.3% |
| 3Y | +45.4% | +13.2% | +32.3% | +49.0% |
| 5Y | +54.7% | -1.6% | +56.2% | +43.6% |
| 10Y | +98.2% | +15.5% | +82.8% | +112.4% |
| All | +259.1% | +76.8% | +182.3% | +380.7% |
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