+92.6%
EWZ vs XHB
+202.9%
-110.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -0.1% | -1.9% | +1.9% | +0.9% |
| 30D | +8.2% | -8.3% | +16.5% | +13.1% |
| 3M | +13.3% | -7.1% | +20.4% | +16.8% |
| 6M | +3.6% | -5.3% | +8.8% | +5.4% |
| YTD | +21.0% | -3.2% | +24.2% | +21.0% |
| 1Y | +34.7% | -13.9% | +48.5% | +43.1% |
| 3Y | +48.3% | +24.9% | +23.4% | +20.7% |
| 5Y | +60.1% | +34.5% | +25.6% | +19.4% |
| 10Y | +92.6% | +215.5% | -122.9% | -20.6% |
| All | +92.6% | +202.9% | -110.3% | -20.6% |
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