-18.2%
META vs BND
+0.5%
-18.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.4% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +3.6% | -0.4% | +4.0% | +4.3% |
| 3M | +4.9% | -0.2% | +5.1% | +5.3% |
| 6M | -4.7% | -1.2% | -3.5% | -4.1% |
| YTD | -6.9% | -0.3% | -6.6% | -7.1% |
| 1Y | -18.2% | +0.4% | -18.6% | -16.2% |
| All | -18.2% | +0.5% | -18.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling