+1,593.8%
META vs BND
+27.8%
+1,566.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -10.8% | +1.3% | -12.0% | -11.3% |
| 3M | +7.9% | -0.7% | +8.6% | +8.2% |
| 6M | +5.4% | -1.6% | +7.0% | +6.1% |
| YTD | -2.6% | -1.0% | -1.6% | -2.1% |
| 1Y | +1.9% | -0.7% | +2.6% | +2.2% |
| 3Y | +97.0% | +14.1% | +82.9% | +85.8% |
| 5Y | +97.6% | -1.5% | +99.2% | +90.9% |
| 10Y | +436.0% | +17.3% | +418.7% | +476.8% |
| All | +1,593.8% | +27.8% | +1,566.0% | +1,847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling