+820.5%
XLB vs ECL
+2,210.7%
-1,390.1%
-59.8%
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 | -1.4% | -2.6% | +1.2% | +0.3% |
| 30D | -0.4% | -2.2% | +1.8% | +1.0% |
| 3M | +2.0% | +10.1% | -8.1% | -4.4% |
| 6M | +1.8% | -5.7% | +7.6% | +5.3% |
| YTD | +16.6% | +7.0% | +9.6% | +10.9% |
| 1Y | +16.9% | +2.7% | +14.3% | +13.9% |
| 3Y | +32.6% | +57.7% | -25.2% | -4.4% |
| 5Y | +35.6% | +31.1% | +4.5% | +7.4% |
| 10Y | +160.0% | +150.9% | +9.2% | +27.8% |
| All | +820.5% | +2,210.7% | -1,390.1% | +10.3% |
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