+196.7%
EXC vs XHB
+237.3%
-40.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +8.6% | +9.9% | -1.4% | +4.8% |
| 3M | +2.4% | -6.3% | +8.7% | +4.5% |
| 6M | +6.5% | +3.8% | +2.6% | +4.2% |
| YTD | +9.0% | +0.1% | +8.9% | +7.2% |
| 1Y | +4.6% | -0.8% | +5.4% | +3.0% |
| 3Y | +33.5% | +35.6% | -2.1% | +9.8% |
| 5Y | +41.4% | +29.6% | +11.8% | +15.8% |
| All | +196.7% | +237.3% | -40.6% | +45.4% |
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 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