+1,527.5%
META vs BND
+28.8%
+1,498.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.1% | +6.9% | +6.8% |
| 30D | +4.8% | -0.4% | +5.1% | +4.9% |
| 3M | -1.6% | -0.6% | -1.0% | -1.3% |
| 6M | -7.5% | -1.4% | -6.0% | -6.9% |
| YTD | -6.4% | -0.2% | -6.2% | -6.2% |
| 1Y | -17.3% | +1.3% | -18.6% | -17.7% |
| 3Y | +109.9% | +13.2% | +96.8% | +98.8% |
| 5Y | +65.4% | -1.6% | +66.9% | +59.3% |
| 10Y | +391.8% | +15.5% | +376.3% | +413.7% |
| All | +1,527.5% | +28.8% | +1,498.7% | +1,765.9% |
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