+163.6%
W vs BND
+24.2%
+139.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | -0.1% | -4.0% | -3.7% |
| 30D | -7.6% | -0.4% | -7.2% | -6.5% |
| 3M | +37.2% | -0.6% | +37.8% | +41.1% |
| 6M | +26.3% | -1.4% | +27.8% | +33.5% |
| YTD | -1.0% | -0.2% | -0.7% | +1.4% |
| 1Y | +20.1% | +1.3% | +18.8% | +18.6% |
| 3Y | +37.8% | +13.2% | +24.6% | +4.8% |
| 5Y | -63.7% | -1.6% | -62.1% | -63.9% |
| 10Y | +156.3% | +15.5% | +140.9% | +176.6% |
| All | +163.6% | +24.2% | +139.4% | +202.2% |
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