+788.5%
XLK vs ECL
+160.1%
+628.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.4% |
| 7D | +0.2% | -1.1% | +1.3% | +0.8% |
| 30D | -0.6% | -0.8% | +0.2% | -0.4% |
| 3M | +2.6% | +5.0% | -2.5% | -0.9% |
| 6M | +34.0% | +0.2% | +33.7% | +32.2% |
| YTD | +30.7% | +5.8% | +24.9% | +24.7% |
| 1Y | +39.2% | +1.5% | +37.7% | +35.3% |
| 3Y | +120.4% | +55.0% | +65.4% | +65.6% |
| 5Y | +148.8% | +29.3% | +119.5% | +102.7% |
| All | +788.5% | +160.1% | +628.4% | +376.6% |
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