+764.4%
FIX vs BND
+13.7%
+750.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -0.1% | +6.2% | +6.2% |
| 30D | -7.2% | -0.4% | -6.9% | -7.0% |
| 3M | -15.9% | -0.6% | -15.2% | -15.3% |
| 6M | +12.7% | -1.4% | +14.2% | +14.1% |
| YTD | +72.8% | -0.2% | +73.0% | +73.5% |
| 1Y | +122.9% | +1.3% | +121.6% | +121.9% |
| All | +764.4% | +13.7% | +750.7% | +655.4% |
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