+1,469.2%
TER vs BND
+75.4%
+1,393.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.4% |
| 7D | -8.9% | -0.1% | -8.8% | -8.9% |
| 30D | -39.1% | +1.3% | -40.4% | -38.8% |
| 3M | -32.8% | -0.7% | -32.0% | -32.8% |
| 6M | -31.7% | -1.6% | -30.1% | -32.0% |
| YTD | +26.9% | -1.0% | +27.9% | +26.5% |
| 1Y | +33.6% | -0.7% | +34.3% | +33.3% |
| 3Y | +181.5% | +14.1% | +167.4% | +194.8% |
| 5Y | +76.1% | -1.5% | +77.7% | +63.3% |
| 10Y | +1,006.2% | +17.3% | +988.9% | +1,197.8% |
| All | +1,469.2% | +75.4% | +1,393.8% | +2,764.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling