+508.9%
XLP vs ECL
+2,210.7%
-1,701.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -2.6% | +1.6% | -0.1% |
| 30D | -0.9% | -2.2% | +1.3% | -0.2% |
| 3M | +3.8% | +10.1% | -6.3% | +0.4% |
| 6M | -1.7% | -5.7% | +4.0% | -0.1% |
| YTD | +10.3% | +7.0% | +3.3% | +7.4% |
| 1Y | +7.8% | +2.7% | +5.1% | +6.2% |
| 3Y | +27.2% | +57.7% | -30.5% | +7.5% |
| 5Y | +32.5% | +31.1% | +1.4% | +16.9% |
| 10Y | +101.8% | +150.9% | -49.1% | +39.2% |
| All | +508.9% | +2,210.7% | -1,701.7% | +91.6% |
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