-73.3%
U vs BND
-1.7%
-71.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.5% |
| 7D | +2.6% | -1.4% | +4.0% | +5.9% |
| 30D | +27.6% | +0.6% | +27.0% | +25.9% |
| 3M | +15.3% | -1.6% | +16.9% | +19.5% |
| 6M | +96.4% | -1.5% | +97.9% | +103.6% |
| YTD | +19.6% | -1.5% | +21.0% | +24.0% |
| 1Y | +42.1% | -1.1% | +43.2% | +46.2% |
| 3Y | +87.5% | +13.6% | +73.9% | +38.2% |
| All | -73.3% | -1.7% | -71.5% | -78.1% |
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 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