+839.8%
MOD vs XHB
+241.7%
+598.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +8.2% | -4.1% | +12.3% | +12.9% |
| 30D | -38.2% | +9.6% | -47.8% | -45.0% |
| 3M | -46.2% | -6.0% | -40.2% | -44.4% |
| 6M | -62.5% | +2.2% | -64.7% | -64.2% |
| YTD | -20.1% | +1.1% | -21.2% | -22.5% |
| 1Y | -29.7% | -1.7% | -28.0% | -29.7% |
| 3Y | +136.2% | +36.5% | +99.7% | +73.5% |
| 5Y | +820.4% | +33.5% | +786.9% | +589.7% |
| 10Y | +839.8% | +240.9% | +598.9% | +231.3% |
| All | +839.8% | +241.7% | +598.1% | +231.3% |
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