+50.7%
O vs BND
+15.0%
+35.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.9% | -1.0% | -1.8% | -1.7% |
| 30D | -4.5% | -1.1% | -3.4% | -3.3% |
| 3M | -2.6% | -1.9% | -0.8% | -0.5% |
| 6M | -5.6% | -1.6% | -4.0% | -3.8% |
| YTD | +9.3% | -1.2% | +10.5% | +10.9% |
| 1Y | +4.3% | -0.7% | +5.0% | +5.2% |
| 3Y | +27.4% | +12.5% | +14.9% | +11.4% |
| 5Y | +17.1% | -2.5% | +19.6% | +21.5% |
| All | +50.7% | +15.0% | +35.8% | +12.0% |
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