-35.8%
EFX vs XHB
+33.0%
-68.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.5% |
| 7D | -4.5% | -4.6% | +0.1% | -1.3% |
| 30D | -6.1% | -9.1% | +3.0% | +0.3% |
| 3M | +6.2% | -8.6% | +14.8% | +12.4% |
| 6M | -11.2% | -4.0% | -7.2% | -10.2% |
| YTD | -21.4% | -3.9% | -17.5% | -21.0% |
| 1Y | -34.3% | -16.5% | -17.8% | -26.9% |
| 3Y | -12.5% | +22.6% | -35.1% | -30.4% |
| All | -35.8% | +33.0% | -68.8% | -52.3% |
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