-27.5%
ON vs BND
+13.3%
-40.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -1.9% | -0.1% | -1.7% | -1.7% |
| 30D | -11.0% | -0.2% | -10.8% | -10.8% |
| 3M | -39.3% | -0.7% | -38.7% | -38.9% |
| 6M | +19.8% | -1.7% | +21.5% | +22.0% |
| YTD | +31.1% | -0.5% | +31.6% | +32.1% |
| 1Y | +46.0% | +0.4% | +45.6% | +45.9% |
| All | -27.5% | +13.3% | -40.8% | -43.0% |
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 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