+303.5%
EWY vs XHB
+215.4%
+88.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +2.4% |
| 7D | -0.1% | -4.6% | +4.6% | +2.5% |
| 30D | +7.3% | -9.1% | +16.4% | +13.0% |
| 3M | -5.1% | -8.6% | +3.4% | -0.4% |
| 6M | +42.1% | -4.0% | +46.1% | +46.3% |
| YTD | +94.1% | -3.9% | +98.1% | +99.4% |
| 1Y | +147.8% | -16.5% | +164.3% | +172.1% |
| 3Y | +222.9% | +22.6% | +200.3% | +180.8% |
| 5Y | +150.6% | +33.9% | +116.7% | +102.5% |
| All | +303.5% | +215.4% | +88.1% | +104.8% |
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 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