+1,472.6%
XLK vs ECL
+2,210.7%
-738.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +0.9% | -2.6% | +3.5% | +2.2% |
| 30D | +0.7% | -2.2% | +2.9% | +1.7% |
| 3M | -2.9% | +10.1% | -13.0% | -8.4% |
| 6M | +34.3% | -5.7% | +40.0% | +36.8% |
| YTD | +30.4% | +7.0% | +23.4% | +24.1% |
| 1Y | +43.4% | +2.7% | +40.7% | +38.7% |
| 3Y | +116.8% | +57.7% | +59.1% | +64.8% |
| 5Y | +144.0% | +31.1% | +112.9% | +101.3% |
| 10Y | +778.8% | +150.9% | +627.9% | +400.6% |
| All | +1,472.6% | +2,210.7% | -738.1% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling