+52.5%
NDAQ vs XHB
+34.8%
+17.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -1.6% | -1.9% | +0.4% | -0.9% |
| 30D | -1.5% | -8.3% | +6.9% | +1.4% |
| 3M | +8.0% | -7.1% | +15.2% | +10.3% |
| 6M | +7.7% | -5.3% | +13.0% | +8.6% |
| YTD | -2.3% | -3.2% | +0.9% | -3.0% |
| 1Y | +0.6% | -13.9% | +14.4% | +4.5% |
| 3Y | +90.9% | +24.9% | +66.0% | +62.5% |
| 5Y | +52.5% | +34.5% | +17.9% | +23.9% |
| All | +52.5% | +34.8% | +17.6% | +23.9% |
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