-66.3%
SE vs BND
-1.8%
-64.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.8% |
| 7D | -3.6% | -0.1% | -3.5% | -3.5% |
| 30D | -5.3% | -0.2% | -5.1% | -5.0% |
| 3M | +28.1% | -0.7% | +28.8% | +29.1% |
| 6M | +20.7% | -1.7% | +22.3% | +23.0% |
| YTD | -14.8% | -0.5% | -14.2% | -14.1% |
| 1Y | -43.6% | +0.4% | -43.9% | -43.6% |
| 3Y | +184.2% | +13.1% | +171.1% | +142.1% |
| 5Y | -66.3% | -2.1% | -64.2% | -66.1% |
| All | -66.3% | -1.8% | -64.5% | -66.1% |
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