+199.8%
TER vs BND
+1.4%
+198.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +0.6% | -0.1% | +0.7% | +1.1% |
| 30D | -8.3% | -0.4% | -8.0% | -7.2% |
| 3M | -12.2% | -0.6% | -11.6% | -10.1% |
| 6M | +17.0% | -1.4% | +18.5% | +15.3% |
| YTD | +84.6% | -0.2% | +84.8% | +91.3% |
| 1Y | +199.8% | +1.3% | +198.5% | +228.7% |
| All | +199.8% | +1.4% | +198.4% | +228.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling