+164.7%
XLB vs ECL
+192.9%
-28.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | +5.3% | +6.6% | -1.3% | +1.3% |
| 3M | 0.0% | +9.6% | -9.6% | -5.5% |
| 6M | +1.2% | +21.6% | -20.4% | -10.3% |
| YTD | +16.9% | +16.9% | 0.0% | +5.9% |
| 1Y | +20.9% | +17.9% | +3.0% | +8.9% |
| 3Y | +43.3% | +76.5% | -33.2% | -1.0% |
| 5Y | +28.3% | +36.6% | -8.3% | +2.2% |
| All | +164.7% | +192.9% | -28.1% | +28.5% |
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 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