-22.7%
U vs BND
-3.2%
-19.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.5% |
| 7D | +2.6% | -1.4% | +4.0% | +6.0% |
| 30D | +27.6% | +0.6% | +27.0% | +25.8% |
| 3M | +15.3% | -1.6% | +16.9% | +19.7% |
| 6M | +96.4% | -1.5% | +97.9% | +103.9% |
| YTD | +19.6% | -1.5% | +21.0% | +24.1% |
| 1Y | +42.1% | -1.1% | +43.2% | +46.3% |
| 3Y | +87.5% | +13.6% | +73.9% | +36.8% |
| 5Y | -73.1% | -1.8% | -71.3% | -72.8% |
| All | -22.7% | -3.2% | -19.6% | -11.7% |
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