-4.1%
XLC vs ECL
+20.9%
-25.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +2.0% |
| 7D | +7.1% | -0.5% | +7.6% | +7.2% |
| 30D | -2.7% | +8.8% | -11.6% | -4.5% |
| 3M | -3.2% | +7.8% | -11.0% | -4.8% |
| 6M | -7.7% | +21.3% | -29.0% | -11.4% |
| YTD | -8.0% | +17.8% | -25.8% | -10.9% |
| All | -4.1% | +20.9% | -25.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling