+451.1%
EWY vs XHB
+167.3%
+283.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.9% |
| 7D | +8.0% | +0.2% | +7.8% | +7.9% |
| 30D | +14.3% | -9.1% | +23.4% | +20.4% |
| 3M | +2.3% | -2.3% | +4.6% | +3.8% |
| 6M | +49.9% | -4.1% | +54.0% | +54.4% |
| YTD | +95.3% | -1.7% | +97.0% | +98.2% |
| 1Y | +161.7% | -15.1% | +176.8% | +185.6% |
| 3Y | +230.2% | +26.8% | +203.3% | +181.2% |
| 5Y | +148.1% | +37.3% | +110.8% | +96.7% |
| 10Y | +293.2% | +205.7% | +87.5% | +90.8% |
| All | +451.1% | +167.3% | +283.8% | +125.0% |
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