+234.2%
USB vs BND
+76.8%
+157.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | +1.4% | -0.1% | +1.6% | +1.3% |
| 30D | -1.3% | -0.4% | -1.0% | -1.5% |
| 3M | +15.2% | -0.6% | +15.9% | +14.7% |
| 6M | +18.8% | -1.4% | +20.3% | +17.5% |
| YTD | +21.0% | -0.2% | +21.2% | +20.7% |
| 1Y | +34.0% | +1.3% | +32.7% | +35.2% |
| 3Y | +95.3% | +13.2% | +82.2% | +113.7% |
| 5Y | +40.4% | -1.6% | +41.9% | +30.2% |
| 10Y | +107.3% | +15.5% | +91.8% | +144.8% |
| All | +234.2% | +76.8% | +157.4% | +641.6% |
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