-25.6%
EFX vs XHB
-9.3%
-16.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.3% | -6.8% |
| 7D | -8.6% | -1.3% | -7.3% | -8.1% |
| 30D | +0.1% | -6.9% | +7.0% | +3.1% |
| 3M | +3.8% | -1.3% | +5.1% | +3.9% |
| 6M | -13.5% | -6.8% | -6.7% | -10.8% |
| YTD | -17.7% | +0.7% | -18.4% | -18.9% |
| 1Y | -25.6% | -11.2% | -14.3% | -19.0% |
| All | -25.6% | -9.3% | -16.3% | -19.0% |
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