+217.1%
EFA vs XHB
+167.3%
+49.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -0.7% | -9.1% | +8.3% | +3.5% |
| 3M | +6.4% | -2.3% | +8.7% | +7.0% |
| 6M | +11.4% | -4.1% | +15.5% | +12.7% |
| YTD | +14.0% | -1.7% | +15.7% | +13.7% |
| 1Y | +20.2% | -15.1% | +35.3% | +27.7% |
| 3Y | +68.2% | +26.8% | +41.4% | +44.9% |
| 5Y | +54.8% | +37.3% | +17.5% | +25.7% |
| 10Y | +142.4% | +205.7% | -63.3% | +29.9% |
| All | +217.1% | +167.3% | +49.8% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling