-63.9%
XYZ vs BND
-1.4%
-62.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.9% |
| 7D | +12.1% | 0.0% | +12.1% | +12.1% |
| 30D | +12.4% | +2.3% | +10.1% | +7.5% |
| 3M | +8.2% | -0.2% | +8.4% | +8.9% |
| 6M | +20.7% | -1.0% | +21.7% | +23.7% |
| YTD | +31.3% | -0.4% | +31.7% | +33.3% |
| 1Y | +20.5% | -0.1% | +20.6% | +21.8% |
| 3Y | +72.6% | +15.1% | +57.5% | +30.9% |
| All | -63.9% | -1.4% | -62.5% | -70.6% |
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 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