+640.9%
XLU vs ECL
+2,152.2%
-1,511.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | +0.6% | -2.7% | +3.4% | +1.7% |
| 30D | -0.4% | -4.3% | +3.8% | +1.2% |
| 3M | -1.7% | +3.2% | -5.0% | -3.2% |
| 6M | -7.1% | -2.9% | -4.2% | -6.5% |
| YTD | +1.9% | +4.3% | -2.3% | -0.3% |
| 1Y | +6.1% | +1.6% | +4.5% | +4.5% |
| 3Y | +48.8% | +54.3% | -5.5% | +23.1% |
| 5Y | +43.8% | +26.5% | +17.3% | +25.8% |
| 10Y | +143.2% | +155.6% | -12.4% | +57.6% |
| All | +640.9% | +2,152.2% | -1,511.2% | +107.0% |
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