-2.1%
BND vs ECL
+25.4%
-27.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | -0.1% | -2.7% | +2.6% | 0.0% |
| 30D | -0.2% | -4.3% | +4.1% | 0.0% |
| 3M | -0.7% | +3.2% | -3.9% | -0.9% |
| 6M | -1.7% | -2.9% | +1.2% | -1.6% |
| YTD | -0.5% | +4.3% | -4.8% | -0.9% |
| 1Y | +0.4% | +1.6% | -1.3% | +0.1% |
| 3Y | +13.1% | +54.3% | -41.1% | +9.8% |
| 5Y | -2.1% | +26.5% | -28.6% | -6.3% |
| All | -2.1% | +25.4% | -27.5% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling