+581.6%
ETR vs XHB
+161.2%
+420.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -1.8% | -4.6% | +2.8% | -0.6% |
| 30D | -1.8% | -9.1% | +7.4% | +0.7% |
| 3M | -3.6% | -8.6% | +5.0% | -1.4% |
| 6M | +2.6% | -4.0% | +6.6% | +3.1% |
| YTD | +16.0% | -3.9% | +20.0% | +16.4% |
| 1Y | +20.1% | -16.5% | +36.6% | +25.0% |
| 3Y | +143.6% | +22.6% | +121.0% | +123.4% |
| 5Y | +124.4% | +33.9% | +90.4% | +96.9% |
| 10Y | +295.4% | +213.0% | +82.4% | +168.7% |
| All | +581.6% | +161.2% | +420.4% | +335.9% |
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