+51.6%
ED vs XHB
+35.8%
+15.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +10.4% | +9.9% | +0.5% | +9.8% |
| 3M | +12.5% | -6.3% | +18.8% | +12.8% |
| 6M | +14.9% | +3.8% | +11.1% | +14.5% |
| YTD | +24.8% | +0.1% | +24.7% | +24.5% |
| 1Y | +23.8% | -0.8% | +24.6% | +23.6% |
| 3Y | +51.6% | +35.6% | +16.0% | +33.4% |
| All | +51.6% | +35.8% | +15.9% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling