+17.1%
EW vs XHB
+26.5%
-9.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.0% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -3.3% | -9.1% | +5.7% | -1.4% |
| 3M | +1.0% | -2.3% | +3.3% | +1.3% |
| 6M | +6.2% | -4.1% | +10.3% | +6.8% |
| YTD | +1.7% | -1.7% | +3.4% | +1.5% |
| 1Y | +8.1% | -15.1% | +23.2% | +11.2% |
| 3Y | +17.1% | +26.8% | -9.7% | +3.3% |
| All | +17.1% | +26.5% | -9.4% | +3.3% |
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