+17.5%
BND vs ECL
+197.5%
-180.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | +0.6% | +7.5% | -6.9% | +0.3% |
| 3M | -1.6% | +12.2% | -13.9% | -2.0% |
| 6M | -1.5% | +24.6% | -26.1% | -2.3% |
| YTD | -1.5% | +18.8% | -20.2% | -2.1% |
| 1Y | -1.1% | +19.3% | -20.4% | -1.8% |
| 3Y | +13.6% | +78.2% | -64.6% | +11.3% |
| 5Y | -1.8% | +38.8% | -40.6% | -3.9% |
| All | +17.5% | +197.5% | -180.1% | +16.9% |
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