+157.2%
EXC vs XHB
+210.4%
-53.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | -1.6% | -5.2% | +3.6% | +0.2% |
| 30D | -2.4% | -12.1% | +9.8% | +2.1% |
| 3M | -4.0% | -6.2% | +2.3% | -2.2% |
| 6M | -9.8% | -6.7% | -3.1% | -8.5% |
| YTD | +2.3% | -5.5% | +7.8% | +2.8% |
| 1Y | +3.8% | -15.6% | +19.5% | +8.6% |
| 3Y | +19.7% | +22.0% | -2.2% | +2.9% |
| 5Y | +45.6% | +31.8% | +13.8% | +17.1% |
| All | +157.2% | +210.4% | -53.2% | +36.3% |
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