+135.2%
FE vs XHB
+172.9%
-37.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | +5.2% | +7.8% | -2.6% | +2.9% |
| 3M | 0.0% | -5.5% | +5.4% | +1.3% |
| 6M | +5.0% | -2.6% | +7.6% | +5.2% |
| YTD | +7.9% | +0.4% | +7.5% | +6.6% |
| 1Y | +6.3% | -1.0% | +7.3% | +5.3% |
| 3Y | +46.0% | +37.3% | +8.7% | +28.9% |
| 5Y | +45.6% | +33.7% | +11.9% | +27.0% |
| 10Y | +109.3% | +256.9% | -147.6% | +33.7% |
| All | +135.2% | +172.9% | -37.7% | +40.8% |
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