+100.7%
ET vs XHB
+24.0%
+76.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +0.6% | -1.9% | +2.6% | +0.9% |
| 30D | +5.3% | -8.3% | +13.6% | +6.5% |
| 3M | +15.6% | -7.1% | +22.8% | +16.5% |
| 6M | +20.6% | -5.3% | +25.9% | +20.9% |
| YTD | +38.5% | -3.2% | +41.7% | +37.9% |
| 1Y | +35.7% | -13.9% | +49.6% | +38.8% |
| All | +100.7% | +24.0% | +76.7% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling