+1,096.1%
XLY vs ECL
+2,147.1%
-1,051.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.9% | -2.6% | -1.2% | -2.4% |
| 30D | -6.1% | -4.6% | -1.5% | -3.7% |
| 3M | -1.2% | +6.0% | -7.1% | -4.5% |
| 6M | -1.8% | -3.0% | +1.2% | -0.6% |
| YTD | -5.9% | +4.0% | -9.9% | -8.5% |
| 1Y | -3.1% | +2.0% | -5.1% | -5.2% |
| 3Y | +36.0% | +53.9% | -17.9% | +4.4% |
| 5Y | +27.6% | +27.1% | +0.4% | +7.2% |
| 10Y | +216.8% | +155.0% | +61.8% | +72.0% |
| All | +1,096.1% | +2,147.1% | -1,051.1% | +97.1% |
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 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