+228.2%
TER vs BND
-1.8%
+230.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | +12.4% | -0.1% | +12.5% | +12.5% |
| 30D | +5.1% | -0.2% | +5.4% | +5.3% |
| 3M | +4.0% | -0.7% | +4.6% | +4.7% |
| 6M | +29.5% | -1.7% | +31.2% | +31.7% |
| YTD | +98.5% | -0.5% | +99.0% | +100.3% |
| 1Y | +234.1% | +0.4% | +233.7% | +234.7% |
| 3Y | +289.0% | +13.1% | +275.9% | +249.6% |
| 5Y | +228.2% | -2.1% | +230.3% | +176.4% |
| All | +228.2% | -1.8% | +230.0% | +176.4% |
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 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