+14.8%
BND vs ECL
+160.1%
-145.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -1.0% |
| 30D | -1.1% | -0.8% | -0.3% | -1.1% |
| 3M | -1.9% | +5.0% | -6.9% | -2.1% |
| 6M | -1.6% | +0.2% | -1.9% | -1.7% |
| YTD | -1.2% | +5.8% | -7.0% | -1.5% |
| 1Y | -0.7% | +1.5% | -2.3% | -0.9% |
| 3Y | +12.5% | +55.0% | -42.5% | +10.7% |
| 5Y | -2.5% | +29.3% | -31.8% | -4.3% |
| All | +14.8% | +160.1% | -145.2% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling