+52.7%
EFA vs XHB
+33.0%
+19.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -1.5% | -4.6% | +3.1% | +0.3% |
| 30D | -1.7% | -9.1% | +7.5% | +2.0% |
| 3M | +3.5% | -8.6% | +12.1% | +6.7% |
| 6M | +9.5% | -4.0% | +13.5% | +10.5% |
| YTD | +12.9% | -3.9% | +16.8% | +13.5% |
| 1Y | +18.2% | -16.5% | +34.7% | +25.3% |
| 3Y | +64.8% | +22.6% | +42.3% | +44.9% |
| All | +52.7% | +33.0% | +19.7% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling