+96.8%
META vs BND
+14.0%
+82.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +5.2% | -1.4% | +6.6% | +5.5% |
| 30D | -13.0% | +0.6% | -13.6% | -13.2% |
| 3M | +7.9% | -1.6% | +9.5% | +8.5% |
| 6M | +4.2% | -1.5% | +5.8% | +4.7% |
| YTD | -2.5% | -1.5% | -1.1% | -2.1% |
| 1Y | +5.6% | -1.1% | +6.6% | +6.1% |
| 3Y | +96.8% | +13.6% | +83.2% | +86.5% |
| All | +96.8% | +14.0% | +82.8% | +86.5% |
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 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