+141.4%
XLC vs ECL
+110.6%
+30.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +0.6% | -0.8% | +1.3% | +0.9% |
| 30D | +0.2% | -2.5% | +2.7% | +1.3% |
| 3M | +0.6% | +8.3% | -7.7% | -3.2% |
| 6M | -4.5% | -1.1% | -3.4% | -4.5% |
| YTD | -4.7% | +6.5% | -11.2% | -8.2% |
| 1Y | -1.7% | +2.1% | -3.7% | -3.6% |
| 3Y | +72.3% | +57.6% | +14.7% | +35.2% |
| 5Y | +37.8% | +28.1% | +9.7% | +16.2% |
| All | +141.4% | +110.6% | +30.8% | +53.4% |
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