+948.1%
FIX vs BND
-1.4%
+949.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.5% |
| 7D | -17.5% | 0.0% | -17.5% | -17.5% |
| 30D | -41.6% | +2.3% | -43.8% | -42.5% |
| 3M | -40.6% | -0.2% | -40.4% | -40.5% |
| 6M | -49.4% | -1.0% | -48.4% | -49.0% |
| YTD | +9.2% | -0.4% | +9.6% | +9.6% |
| 1Y | +6.5% | -0.1% | +6.6% | +6.7% |
| 3Y | +448.7% | +15.1% | +433.6% | +397.2% |
| All | +948.1% | -1.4% | +949.5% | +770.9% |
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