+9.2%
O vs BND
-1.8%
+11.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | -0.4% | -1.4% | +1.0% | +1.1% |
| 30D | +8.3% | +0.8% | +7.5% | +7.4% |
| 3M | -4.0% | -1.2% | -2.8% | -2.7% |
| 6M | -2.6% | -1.4% | -1.3% | -1.2% |
| YTD | +9.9% | -1.3% | +11.2% | +11.5% |
| 1Y | +9.8% | -1.2% | +11.1% | +11.3% |
| 3Y | +39.7% | +13.7% | +26.0% | +23.3% |
| 5Y | +9.2% | -1.7% | +10.9% | +2.5% |
| All | +9.2% | -1.8% | +11.0% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling