+142.8%
EFA vs XHB
+215.4%
-72.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | -1.5% | -4.6% | +3.1% | +0.5% |
| 30D | -1.7% | -9.1% | +7.5% | +2.4% |
| 3M | +3.5% | -8.6% | +12.1% | +7.1% |
| 6M | +9.5% | -4.0% | +13.5% | +10.6% |
| YTD | +12.9% | -3.9% | +16.8% | +13.6% |
| 1Y | +18.2% | -16.5% | +34.7% | +26.2% |
| 3Y | +64.8% | +22.6% | +42.3% | +43.8% |
| 5Y | +53.9% | +33.9% | +20.0% | +25.7% |
| All | +142.8% | +215.4% | -72.6% | +32.4% |
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