+444.1%
META vs BND
+17.8%
+426.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -10.8% | +1.7% | -12.4% | -11.8% |
| 3M | +7.9% | -0.4% | +8.3% | +8.1% |
| 6M | +5.4% | -1.3% | +6.6% | +6.3% |
| YTD | -2.6% | -0.7% | -1.9% | -2.1% |
| 1Y | +1.9% | -0.3% | +2.2% | +2.2% |
| 3Y | +97.0% | +14.5% | +82.5% | +78.8% |
| 5Y | +97.6% | -1.2% | +98.8% | +94.3% |
| All | +444.1% | +17.8% | +426.3% | +460.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling