+851.5%
DE vs XHB
+215.4%
+636.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.3% |
| 7D | -2.6% | -4.6% | +2.1% | +0.2% |
| 30D | +9.0% | -9.1% | +18.2% | +15.1% |
| 3M | +19.1% | -8.6% | +27.7% | +25.0% |
| 6M | +14.4% | -4.0% | +18.4% | +16.0% |
| YTD | +45.9% | -3.9% | +49.9% | +47.5% |
| 1Y | +43.6% | -16.5% | +60.1% | +57.4% |
| 3Y | +75.9% | +22.6% | +53.3% | +46.3% |
| 5Y | +98.8% | +33.9% | +64.8% | +51.0% |
| All | +851.5% | +215.4% | +636.1% | +300.8% |
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