+869.9%
XBI vs ECL
+1,018.7%
-148.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.3% |
| 7D | -1.1% | +2.9% | -3.9% | -2.6% |
| 30D | +2.6% | +7.5% | -4.9% | -1.4% |
| 3M | -4.0% | +12.2% | -16.3% | -10.0% |
| 6M | +10.9% | +24.6% | -13.6% | -2.4% |
| YTD | +23.6% | +18.8% | +4.8% | +11.3% |
| 1Y | +35.1% | +19.3% | +15.8% | +21.2% |
| 3Y | +125.2% | +78.2% | +47.0% | +58.6% |
| 5Y | +19.7% | +38.8% | -19.1% | -4.9% |
| 10Y | +130.6% | +197.8% | -67.3% | +8.5% |
| All | +869.9% | +1,018.7% | -148.8% | +116.0% |
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 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