+42.8%
XLP vs ECL
+40.6%
+2.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +8.9% | +8.8% | +0.1% | +6.1% |
| 3M | +7.5% | +7.8% | -0.4% | +5.0% |
| 6M | +9.4% | +21.3% | -11.9% | +3.0% |
| YTD | +19.3% | +17.8% | +1.5% | +13.1% |
| 1Y | +21.7% | +21.1% | +0.7% | +14.4% |
| 3Y | +44.0% | +80.1% | -36.1% | +19.4% |
| 5Y | +42.8% | +40.5% | +2.3% | +24.3% |
| All | +42.8% | +40.6% | +2.1% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling