+1,082.7%
MOD vs XHB
+28.9%
+1,053.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.7% | +27.1% | +27.2% |
| 7D | +40.4% | -0.2% | +40.6% | +41.2% |
| 30D | -14.0% | +9.9% | -23.9% | -23.9% |
| 3M | -33.3% | -6.3% | -27.1% | -30.7% |
| 6M | -51.4% | +3.8% | -55.3% | -54.3% |
| YTD | +1.6% | +0.1% | +1.5% | -0.5% |
| 1Y | +5.4% | -0.8% | +6.2% | +4.3% |
| 3Y | +191.0% | +35.6% | +155.4% | +114.3% |
| All | +1,082.7% | +28.9% | +1,053.9% | +795.2% |
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