Bond price returns

  • Thread starter Thread starter didig
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Hello,

I am an amateur and I need some help on simple prob. I would like to split the total return of a bond ETF into price and total like in the attached pic.
How can I do this in excel?
 

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Tnx Aaron.

This is actually a bond ETF (idx). I would like to split the returns into price and total returns the same way they did with the chart posted. but I have no idea how they did....
 
These are simulated returns, so you might be approaching the problem from the opposite direction as them. They used historical yields to build the different components of total return, so every month they calculate the new price of the instrument and the gains from coupons. If you are looking at the historical price of an ETF and want to decide which part was from price return and which part wasn't, find a book on performance attribution, because that's a much harder problem.
 
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