-39.0%
U vs BND
-2.0%
-37.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -3.8% | -0.1% | -3.7% | -3.5% |
| 30D | +17.5% | -0.4% | +17.8% | +18.3% |
| 3M | +38.7% | -0.6% | +39.4% | +40.9% |
| 6M | +104.4% | -1.4% | +105.9% | +112.4% |
| YTD | -5.7% | -0.2% | -5.5% | -4.8% |
| 1Y | +3.7% | +1.3% | +2.4% | +0.9% |
| 3Y | +12.3% | +13.2% | -0.8% | -16.8% |
| 5Y | -68.8% | -1.6% | -67.3% | -68.4% |
| All | -39.0% | -2.0% | -37.1% | -32.2% |
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