+149.5%
EXC vs XHB
+182.7%
-33.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.0% |
| 7D | -1.7% | +1.3% | -3.0% | -2.2% |
| 30D | +9.3% | +11.8% | -2.5% | +5.5% |
| 3M | +1.0% | -3.8% | +4.9% | +2.0% |
| 6M | +5.9% | +4.1% | +1.8% | +4.0% |
| YTD | +7.6% | +4.0% | +3.7% | +5.0% |
| 1Y | +2.4% | +1.6% | +0.8% | +0.4% |
| 3Y | +30.2% | +43.2% | -12.9% | +10.9% |
| 5Y | +41.4% | +35.8% | +5.5% | +19.7% |
| 10Y | +183.8% | +259.3% | -75.5% | +70.6% |
| All | +149.5% | +182.7% | -33.1% | +36.2% |
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