+476.2%
EFX vs XHB
+173.9%
+302.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.3% | -6.9% |
| 7D | -8.6% | -1.3% | -7.3% | -8.1% |
| 30D | +0.1% | -6.9% | +7.0% | +3.8% |
| 3M | +3.8% | -1.3% | +5.1% | +4.0% |
| 6M | -13.5% | -6.8% | -6.7% | -11.2% |
| YTD | -17.7% | +0.7% | -18.4% | -19.0% |
| 1Y | -25.6% | -11.2% | -14.3% | -21.9% |
| 3Y | -12.1% | +25.3% | -37.4% | -23.0% |
| 5Y | -33.8% | +37.3% | -71.1% | -44.6% |
| 10Y | +45.1% | +211.5% | -166.4% | -19.9% |
| All | +476.2% | +173.9% | +302.3% | +138.4% |
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