+133.1%
XLC vs ECL
+132.9%
+0.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.5% |
| 7D | +7.1% | -0.5% | +7.6% | +7.3% |
| 30D | -2.7% | +8.8% | -11.6% | -6.5% |
| 3M | -3.2% | +7.8% | -11.0% | -6.6% |
| 6M | -7.7% | +21.3% | -29.0% | -15.8% |
| YTD | -8.0% | +17.8% | -25.8% | -15.4% |
| 1Y | -3.1% | +21.1% | -24.1% | -12.1% |
| 3Y | +64.9% | +80.1% | -15.2% | +21.7% |
| 5Y | +39.5% | +40.5% | -1.0% | +12.9% |
| All | +133.1% | +132.9% | +0.3% | +41.4% |
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