+561.3%
XLP vs ECL
+2,437.0%
-1,875.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | +0.2% |
| 7D | +3.5% | +1.7% | +1.8% | +2.9% |
| 30D | +11.6% | +8.9% | +2.6% | +8.4% |
| 3M | +7.6% | +7.4% | +0.2% | +5.1% |
| 6M | +10.0% | +19.3% | -9.3% | +3.5% |
| YTD | +19.7% | +17.4% | +2.3% | +13.0% |
| 1Y | +23.5% | +19.4% | +4.1% | +15.8% |
| 3Y | +44.0% | +80.5% | -36.5% | +16.4% |
| 5Y | +42.7% | +40.2% | +2.5% | +23.2% |
| 10Y | +131.3% | +207.8% | -76.5% | +49.1% |
| All | +561.3% | +2,437.0% | -1,875.8% | +101.6% |
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