+706.8%
MOD vs XHB
+173.9%
+532.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.4% |
| 7D | +9.6% | -1.3% | +10.9% | +10.9% |
| 30D | 0.0% | -6.9% | +6.9% | +7.1% |
| 3M | -35.4% | -1.3% | -34.1% | -34.7% |
| 6M | -7.3% | -6.8% | -0.5% | +0.2% |
| YTD | +45.8% | +0.7% | +45.1% | +46.0% |
| 1Y | +43.1% | -11.2% | +54.4% | +62.0% |
| 3Y | +297.7% | +25.3% | +272.3% | +227.9% |
| 5Y | +1,478.8% | +37.3% | +1,441.4% | +1,081.2% |
| 10Y | +1,633.4% | +211.5% | +1,421.9% | +488.5% |
| All | +706.8% | +173.9% | +532.9% | +89.7% |
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