+47.4%
EWZ vs XHB
+258.7%
-211.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.5% |
| 7D | -1.5% | +1.3% | -2.8% | -2.3% |
| 30D | -24.5% | +7.8% | -32.3% | -27.7% |
| 3M | -10.7% | -5.5% | -5.2% | -8.7% |
| 6M | -19.1% | -2.6% | -16.5% | -19.1% |
| YTD | +1.6% | +0.4% | +1.3% | -0.7% |
| 1Y | +4.3% | -1.0% | +5.3% | +2.4% |
| 3Y | +19.0% | +37.3% | -18.3% | -8.7% |
| 5Y | +57.7% | +33.7% | +24.0% | +18.9% |
| All | +47.4% | +258.7% | -211.4% | -39.5% |
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