+49.0%
FE vs XHB
+37.5%
+11.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.7% |
| 7D | +1.9% | -1.3% | +3.2% | +2.2% |
| 30D | -1.2% | -6.9% | +5.7% | +0.1% |
| 3M | +3.5% | -1.3% | +4.8% | +3.5% |
| 6M | -6.1% | -6.8% | +0.7% | -5.2% |
| YTD | +7.6% | +0.7% | +6.9% | +6.8% |
| 1Y | +11.9% | -11.2% | +23.2% | +13.8% |
| 3Y | +48.4% | +25.3% | +23.1% | +36.1% |
| All | +49.0% | +37.5% | +11.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling