+173.8%
ET vs XHB
+215.4%
-41.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | +0.2% | -4.6% | +4.9% | +2.3% |
| 30D | +2.9% | -9.1% | +12.0% | +7.1% |
| 3M | +16.8% | -8.6% | +25.4% | +20.5% |
| 6M | +18.9% | -4.0% | +22.9% | +18.6% |
| YTD | +37.7% | -3.9% | +41.6% | +36.7% |
| 1Y | +32.4% | -16.5% | +48.9% | +40.2% |
| 3Y | +99.5% | +22.6% | +76.9% | +65.0% |
| 5Y | +244.0% | +33.9% | +210.0% | +160.1% |
| All | +173.8% | +215.4% | -41.6% | +15.5% |
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