-68.6%
XYZ vs BND
-1.5%
-67.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +2.9% | +0.1% | +2.7% | +2.6% |
| 30D | +1.4% | -0.4% | +1.7% | +2.2% |
| 3M | +14.6% | -0.2% | +14.8% | +15.5% |
| 6M | +20.8% | -1.2% | +21.9% | +24.2% |
| YTD | +23.1% | -0.3% | +23.4% | +24.5% |
| 1Y | +5.6% | +0.4% | +5.2% | +5.5% |
| 3Y | +50.9% | +13.4% | +37.5% | +18.9% |
| 5Y | -68.6% | -1.5% | -67.0% | -74.6% |
| All | -68.6% | -1.5% | -67.1% | -74.6% |
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