+177.1%
W vs BND
+14.9%
+162.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.9% |
| 7D | -7.4% | -0.6% | -6.8% | -5.4% |
| 30D | +7.8% | +1.6% | +6.2% | +1.9% |
| 3M | +10.9% | -0.5% | +11.4% | +13.4% |
| 6M | +86.4% | -1.1% | +87.5% | +97.6% |
| YTD | +14.0% | -0.7% | +14.7% | +19.8% |
| 1Y | +3.5% | -0.7% | +4.2% | +8.7% |
| All | +177.1% | +14.9% | +162.2% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling