+995.4%
TER vs BND
+17.2%
+978.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +14.4% | -1.4% | +15.8% | +15.5% |
| 30D | -30.6% | +0.6% | -31.2% | -31.0% |
| 3M | -39.2% | -1.6% | -37.6% | -38.6% |
| 6M | -31.3% | -1.5% | -29.7% | -30.5% |
| YTD | +29.1% | -1.5% | +30.5% | +30.8% |
| 1Y | +47.4% | -1.1% | +48.5% | +49.1% |
| 3Y | +191.2% | +13.6% | +177.6% | +165.5% |
| 5Y | +74.0% | -1.8% | +75.8% | +69.4% |
| All | +995.4% | +17.2% | +978.2% | +1,158.4% |
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