+22.7%
USB vs BND
-1.5%
+24.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.5% | +0.4% | -1.8% | -1.6% |
| 30D | +4.3% | +2.3% | +2.0% | +3.6% |
| 3M | -6.1% | -0.8% | -5.3% | -5.9% |
| 6M | +9.4% | -0.8% | +10.2% | +9.6% |
| YTD | +15.2% | -0.6% | +15.8% | +15.3% |
| 1Y | +32.8% | 0.0% | +32.8% | +32.8% |
| 3Y | +91.3% | +14.3% | +77.0% | +86.5% |
| 5Y | +22.7% | -1.8% | +24.4% | -10.8% |
| All | +22.7% | -1.5% | +24.2% | -10.8% |
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 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