+142.7%
EWY vs XHB
+30.4%
+112.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.0% |
| 7D | +1.2% | -5.2% | +6.5% | +4.0% |
| 30D | +9.3% | -12.1% | +21.4% | +16.6% |
| 3M | +2.4% | -6.2% | +8.6% | +6.1% |
| 6M | +40.3% | -6.7% | +47.0% | +46.0% |
| YTD | +88.0% | -5.5% | +93.5% | +94.4% |
| 1Y | +143.8% | -15.6% | +159.5% | +163.8% |
| 3Y | +217.8% | +22.0% | +195.8% | +183.1% |
| 5Y | +142.7% | +31.8% | +110.9% | +103.4% |
| All | +142.7% | +30.4% | +112.3% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling