+143.0%
ED vs XHB
+234.8%
-91.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | +10.7% | +7.1% | +3.6% | +9.2% |
| 3M | +11.6% | -6.0% | +17.6% | +12.7% |
| 6M | +13.5% | +2.1% | +11.4% | +12.6% |
| YTD | +23.1% | -0.6% | +23.7% | +22.3% |
| 1Y | +23.1% | -3.3% | +26.4% | +22.8% |
| 3Y | +47.9% | +34.1% | +13.8% | +34.6% |
| 5Y | +83.9% | +28.6% | +55.3% | +66.1% |
| All | +143.0% | +234.8% | -91.8% | +68.4% |
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