+60.9%
XLC vs ECL
+75.1%
-14.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | -5.8% | +8.1% | -13.9% | -8.0% |
| 3M | -5.4% | +6.4% | -11.8% | -7.2% |
| 6M | -10.2% | +14.8% | -24.9% | -14.0% |
| YTD | -10.2% | +15.5% | -25.6% | -14.4% |
| 1Y | -5.6% | +20.1% | -25.7% | -11.3% |
| All | +60.9% | +75.1% | -14.1% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling