+14.5%
ED vs XHB
-16.0%
+30.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.2% | -1.9% | +1.8% | -0.2% |
| 30D | +1.9% | -8.3% | +10.3% | +2.0% |
| 3M | +1.9% | -7.1% | +9.0% | +2.0% |
| 6M | -2.3% | -5.3% | +3.0% | -1.9% |
| YTD | +10.9% | -3.2% | +14.1% | +11.2% |
| 1Y | +14.5% | -13.9% | +28.4% | +15.9% |
| All | +14.5% | -16.0% | +30.5% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling