+149.7%
XBI vs ECL
+160.1%
-10.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | -2.0% | -0.8% | -1.2% | -1.6% |
| 3M | +17.8% | +5.0% | +12.7% | +14.6% |
| 6M | +23.7% | +0.2% | +23.5% | +22.9% |
| YTD | +28.2% | +5.8% | +22.5% | +23.8% |
| 1Y | +64.0% | +1.5% | +62.4% | +61.1% |
| 3Y | +99.4% | +55.0% | +44.4% | +56.7% |
| 5Y | +19.3% | +29.3% | -9.9% | -0.2% |
| All | +149.7% | +160.1% | -10.4% | +38.0% |
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