+135.9%
XLU vs ECL
+160.1%
-24.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | -3.3% | -0.8% | -2.5% | -3.0% |
| 3M | -3.2% | +5.0% | -8.2% | -5.3% |
| 6M | -7.0% | +0.2% | -7.2% | -7.5% |
| YTD | +0.6% | +5.8% | -5.1% | -2.3% |
| 1Y | +2.4% | +1.5% | +0.9% | +0.9% |
| 3Y | +46.3% | +55.0% | -8.7% | +18.8% |
| 5Y | +44.0% | +29.3% | +14.7% | +24.3% |
| All | +135.9% | +160.1% | -24.2% | +60.1% |
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