+39.7%
EFX vs XHB
+215.4%
-175.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.4% |
| 7D | -4.5% | -4.6% | +0.1% | -1.7% |
| 30D | -6.1% | -9.1% | +3.0% | -0.5% |
| 3M | +6.2% | -8.6% | +14.8% | +11.7% |
| 6M | -11.2% | -4.0% | -7.2% | -10.2% |
| YTD | -21.4% | -3.9% | -17.5% | -20.8% |
| 1Y | -34.3% | -16.5% | -17.8% | -27.9% |
| 3Y | -12.5% | +22.6% | -35.1% | -25.6% |
| 5Y | -35.6% | +33.9% | -69.5% | -48.7% |
| All | +39.7% | +215.4% | -175.7% | -27.1% |
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