-78.0%
SE vs BND
-1.7%
-76.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.3% |
| 7D | -0.5% | -1.4% | +1.0% | +1.1% |
| 30D | -20.9% | +0.6% | -21.5% | -21.5% |
| 3M | -38.9% | -1.6% | -37.3% | -37.8% |
| 6M | -19.4% | -1.5% | -17.9% | -18.0% |
| YTD | -40.9% | -1.5% | -39.5% | -39.9% |
| 1Y | -46.2% | -1.1% | -45.1% | -45.4% |
| 3Y | +63.7% | +13.6% | +50.1% | +37.2% |
| All | -78.0% | -1.7% | -76.3% | -78.3% |
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