+86.4%
F vs XHB
+204.2%
-117.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -2.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +1.2% | -9.1% | +10.3% | +8.9% |
| 3M | -5.7% | -2.3% | -3.3% | -4.9% |
| 6M | +17.9% | -4.1% | +22.1% | +20.1% |
| YTD | +10.4% | -1.7% | +12.1% | +9.7% |
| 1Y | +25.3% | -15.1% | +40.4% | +39.6% |
| 3Y | +37.5% | +26.8% | +10.6% | +6.1% |
| 5Y | +46.5% | +37.3% | +9.2% | +5.2% |
| 10Y | +86.4% | +205.7% | -119.3% | -35.0% |
| All | +86.4% | +204.2% | -117.8% | -35.0% |
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