+19.8%
XBI vs ECL
+26.5%
-6.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -4.6% | -2.6% | -2.0% | -3.3% |
| 30D | -0.8% | -4.6% | +3.8% | +1.5% |
| 3M | +21.8% | +6.0% | +15.9% | +17.9% |
| 6M | +23.2% | -3.0% | +26.1% | +24.4% |
| YTD | +28.7% | +4.0% | +24.7% | +25.2% |
| 1Y | +67.8% | +2.0% | +65.8% | +64.2% |
| 3Y | +100.6% | +53.9% | +46.7% | +54.7% |
| 5Y | +19.8% | +27.1% | -7.3% | -9.5% |
| All | +19.8% | +26.5% | -6.7% | -9.5% |
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