+248.8%
XLF vs ECL
+160.1%
+88.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.3% |
| 7D | -1.5% | -1.1% | -0.4% | -0.9% |
| 30D | -1.2% | -0.8% | -0.3% | -0.8% |
| 3M | +9.2% | +5.0% | +4.1% | +5.8% |
| 6M | +16.3% | +0.2% | +16.1% | +15.2% |
| YTD | +5.4% | +5.8% | -0.3% | +0.9% |
| 1Y | +7.6% | +1.5% | +6.1% | +5.1% |
| 3Y | +74.2% | +55.0% | +19.2% | +29.3% |
| 5Y | +66.1% | +29.3% | +36.9% | +35.3% |
| All | +248.8% | +160.1% | +88.8% | +77.8% |
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