+554.8%
XYZ vs BND
+21.0%
+533.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.3% |
| 7D | +12.6% | -0.1% | +12.7% | +12.9% |
| 30D | +10.8% | +1.3% | +9.5% | +8.8% |
| 3M | +8.4% | -0.7% | +9.1% | +9.8% |
| 6M | +14.3% | -1.6% | +15.9% | +17.8% |
| YTD | +31.5% | -1.0% | +32.5% | +34.4% |
| 1Y | +28.1% | -0.7% | +28.8% | +30.4% |
| 3Y | +66.2% | +14.1% | +52.1% | +38.3% |
| 5Y | -62.3% | -1.5% | -60.8% | -63.7% |
| 10Y | +634.6% | +17.3% | +617.3% | +721.9% |
| All | +554.8% | +21.0% | +533.8% | +708.5% |
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 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