+134.6%
FE vs XHB
+173.9%
-39.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.8% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | -1.2% | -6.9% | +5.7% | +0.7% |
| 3M | +3.5% | -1.3% | +4.8% | +3.5% |
| 6M | -6.1% | -6.8% | +0.7% | -4.9% |
| YTD | +7.6% | +0.7% | +6.9% | +6.4% |
| 1Y | +11.9% | -11.2% | +23.2% | +14.3% |
| 3Y | +48.4% | +25.3% | +23.1% | +34.6% |
| 5Y | +44.8% | +37.3% | +7.5% | +25.5% |
| 10Y | +115.9% | +211.5% | -95.6% | +43.0% |
| All | +134.6% | +173.9% | -39.3% | +40.5% |
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