+178.5%
EXE vs XHB
+66.6%
+111.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.3% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +8.5% | -6.9% | +15.3% | +9.9% |
| 3M | +5.5% | -1.3% | +6.7% | +5.2% |
| 6M | -5.9% | -6.8% | +0.9% | -5.1% |
| YTD | -9.7% | +0.7% | -10.4% | -11.0% |
| 1Y | +3.6% | -11.2% | +14.8% | +5.4% |
| 3Y | +18.0% | +25.3% | -7.3% | +5.0% |
| 5Y | +109.4% | +37.3% | +72.1% | +75.9% |
| All | +178.5% | +66.6% | +111.9% | +126.1% |
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