+13.1%
VBND vs SPY
+318.9%
-305.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.9% |
| 30D | -1.0% | -1.7% | +0.7% | -0.9% |
| 3M | -1.2% | +4.7% | -6.0% | -1.4% |
| 6M | -1.5% | +12.5% | -14.0% | -2.0% |
| YTD | -1.2% | +11.7% | -12.9% | -1.7% |
| 1Y | -0.3% | +17.5% | -17.8% | -1.0% |
| 3Y | +13.6% | +76.6% | -62.9% | +10.9% |
| 5Y | -1.5% | +82.0% | -83.5% | -4.2% |
| All | +13.1% | +318.9% | -305.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling