-62.3%
W vs BND
-1.8%
-60.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.9% |
| 7D | +5.9% | -0.1% | +6.0% | +6.4% |
| 30D | -3.0% | -0.2% | -2.8% | -2.1% |
| 3M | +40.3% | -0.7% | +41.0% | +45.5% |
| 6M | +32.2% | -1.7% | +33.9% | +42.6% |
| YTD | -0.3% | -0.5% | +0.2% | +3.6% |
| 1Y | +16.2% | +0.4% | +15.8% | +17.5% |
| 3Y | +40.7% | +13.1% | +27.6% | -1.6% |
| 5Y | -62.3% | -2.1% | -60.3% | -70.5% |
| All | -62.3% | -1.8% | -60.5% | -70.5% |
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