+124.0%
EW vs XHB
+210.4%
-86.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.7% |
| 7D | -3.4% | -5.2% | +1.9% | -1.0% |
| 30D | -7.4% | -12.1% | +4.8% | -1.8% |
| 3M | +0.9% | -6.2% | +7.1% | +3.3% |
| 6M | +1.2% | -6.7% | +7.9% | +3.3% |
| YTD | +1.8% | -5.5% | +7.2% | +2.8% |
| 1Y | +10.8% | -15.6% | +26.5% | +17.7% |
| 3Y | +17.1% | +22.0% | -4.8% | -2.0% |
| 5Y | -28.2% | +31.8% | -60.1% | -43.7% |
| All | +124.0% | +210.4% | -86.4% | -4.0% |
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