+66.9%
T vs BND
+15.0%
+51.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +4.3% | -1.0% | +5.2% | +4.7% |
| 3M | +11.6% | -1.2% | +12.8% | +12.1% |
| 6M | -5.6% | -2.0% | -3.6% | -4.9% |
| YTD | +6.6% | -1.2% | +7.7% | +7.0% |
| 1Y | -8.4% | -0.5% | -7.9% | -8.2% |
| 3Y | +107.8% | +12.4% | +95.4% | +99.5% |
| 5Y | +68.3% | -2.5% | +70.8% | +66.4% |
| All | +66.9% | +15.0% | +51.9% | +67.1% |
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 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