+136.8%
XLP vs ECL
+196.0%
-59.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -0.5% | -2.3% | +1.7% | +0.3% |
| 30D | +8.3% | +8.3% | +0.1% | +5.3% |
| 3M | +8.7% | +8.4% | +0.2% | +5.6% |
| 6M | +11.2% | +23.3% | -12.1% | +3.0% |
| YTD | +20.0% | +18.2% | +1.8% | +12.6% |
| 1Y | +21.3% | +18.8% | +2.6% | +13.6% |
| 3Y | +43.8% | +78.5% | -34.6% | +15.1% |
| 5Y | +43.3% | +40.1% | +3.2% | +23.3% |
| 10Y | +136.8% | +196.5% | -59.7% | +53.6% |
| All | +136.8% | +196.0% | -59.3% | +53.6% |
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