+849.0%
EWT vs XHB
+167.3%
+681.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | +0.5% |
| 7D | +1.6% | +0.2% | +1.5% | +1.5% |
| 30D | +8.2% | -9.1% | +17.3% | +12.7% |
| 3M | +11.1% | -2.3% | +13.4% | +11.9% |
| 6M | +60.4% | -4.1% | +64.6% | +63.0% |
| YTD | +75.6% | -1.7% | +77.3% | +75.9% |
| 1Y | +91.3% | -15.1% | +106.4% | +103.8% |
| 3Y | +200.3% | +26.8% | +173.5% | +162.1% |
| 5Y | +156.4% | +37.3% | +119.0% | +111.1% |
| 10Y | +495.8% | +205.7% | +290.1% | +227.0% |
| All | +849.0% | +167.3% | +681.7% | +357.3% |
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 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