+74.2%
BND vs ECL
+783.9%
-709.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | +0.6% | +7.5% | -6.9% | +0.6% |
| 3M | -1.6% | +12.2% | -13.9% | -1.7% |
| 6M | -1.5% | +24.6% | -26.1% | -1.7% |
| YTD | -1.5% | +18.8% | -20.2% | -1.5% |
| 1Y | -1.1% | +19.3% | -20.4% | -1.2% |
| 3Y | +13.6% | +78.2% | -64.6% | +13.5% |
| 5Y | -1.8% | +38.8% | -40.6% | -2.3% |
| 10Y | +17.0% | +197.8% | -180.8% | +18.8% |
| All | +74.2% | +783.9% | -709.7% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling