+955.3%
XBI vs ECL
+907.6%
+47.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +0.9% | -2.6% | +3.5% | +2.3% |
| 30D | +7.1% | -2.2% | +9.2% | +8.3% |
| 3M | +22.9% | +10.1% | +12.8% | +16.1% |
| 6M | +29.7% | -5.7% | +35.4% | +33.1% |
| YTD | +34.5% | +7.0% | +27.5% | +28.4% |
| 1Y | +76.1% | +2.7% | +73.4% | +71.3% |
| 3Y | +103.2% | +57.7% | +45.5% | +53.0% |
| 5Y | +22.8% | +31.1% | -8.3% | +0.4% |
| 10Y | +176.3% | +150.9% | +25.4% | +43.9% |
| All | +955.3% | +907.6% | +47.8% | +149.3% |
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