-35.7%
U vs BND
-3.0%
-32.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.7% |
| 7D | +5.5% | -1.0% | +6.5% | +8.0% |
| 30D | -1.3% | -1.1% | -0.2% | +1.3% |
| 3M | +64.6% | -1.9% | +66.5% | +72.0% |
| 6M | +119.4% | -1.6% | +121.0% | +128.9% |
| YTD | -0.5% | -1.2% | +0.8% | +2.8% |
| 1Y | +1.3% | -0.7% | +2.0% | +3.2% |
| 3Y | +15.6% | +12.5% | +3.1% | -13.2% |
| 5Y | -67.5% | -2.5% | -64.9% | -66.2% |
| All | -35.7% | -3.0% | -32.7% | -26.8% |
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