+75.5%
BND vs ECL
+779.8%
-704.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.6% | -2.3% | +1.7% | -0.5% |
| 30D | +1.6% | +8.3% | -6.7% | +1.5% |
| 3M | -0.5% | +8.4% | -8.9% | -0.5% |
| 6M | -1.1% | +23.3% | -24.3% | -1.2% |
| YTD | -0.7% | +18.2% | -18.9% | -0.8% |
| 1Y | -0.7% | +18.8% | -19.4% | -0.7% |
| 3Y | +14.4% | +78.5% | -64.0% | +14.3% |
| 5Y | -1.1% | +40.1% | -41.1% | -1.6% |
| 10Y | +17.9% | +196.5% | -178.6% | +19.7% |
| All | +75.5% | +779.8% | -704.3% | +84.2% |
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