+55.2%
EWT vs XHB
+5.8%
+49.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -3.4% |
| 7D | -10.9% | +9.7% | -20.6% | -14.4% |
| 30D | -17.7% | +11.7% | -29.4% | -21.7% |
| 3M | -5.0% | -1.4% | -3.7% | -4.0% |
| 6M | +7.4% | +6.8% | +0.6% | +4.1% |
| YTD | +52.8% | +5.5% | +47.3% | +47.5% |
| 1Y | +55.2% | +5.1% | +50.0% | +49.8% |
| All | +55.2% | +5.8% | +49.4% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling