+668.0%
BE vs XHB
+178.4%
+489.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.7% | -5.7% |
| 7D | +10.8% | -0.2% | +11.0% | +11.4% |
| 30D | -19.8% | +9.9% | -29.7% | -28.9% |
| 3M | -18.7% | -6.3% | -12.4% | -13.7% |
| 6M | -33.7% | +3.8% | -37.6% | -37.6% |
| YTD | +121.0% | +0.1% | +120.8% | +112.7% |
| 1Y | +85.4% | -0.8% | +86.2% | +78.4% |
| 3Y | +1,709.5% | +35.6% | +1,673.9% | +1,016.4% |
| 5Y | +462.2% | +29.6% | +432.6% | +276.5% |
| All | +668.0% | +178.4% | +489.6% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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