+1,451.2%
ET vs XHB
+173.9%
+1,277.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | +7.5% | -6.9% | +14.4% | +10.3% |
| 3M | +11.4% | -1.3% | +12.7% | +11.0% |
| 6M | +18.5% | -6.8% | +25.3% | +20.0% |
| YTD | +37.4% | +0.7% | +36.7% | +34.3% |
| 1Y | +30.9% | -11.2% | +42.2% | +34.2% |
| 3Y | +98.7% | +25.3% | +73.4% | +71.1% |
| 5Y | +230.7% | +37.3% | +193.4% | +166.6% |
| 10Y | +175.6% | +211.5% | -35.9% | +56.3% |
| All | +1,451.2% | +173.9% | +1,277.3% | +584.4% |
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