+3,306.4%
V vs XHB
+491.7%
+2,814.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.9% |
| 7D | -0.8% | +1.3% | -2.1% | -1.5% |
| 30D | +9.5% | +11.8% | -2.3% | +3.6% |
| 3M | +16.7% | -3.8% | +20.5% | +18.5% |
| 6M | +32.9% | +4.1% | +28.9% | +28.8% |
| YTD | +21.1% | +4.0% | +17.1% | +16.0% |
| 1Y | +26.6% | +1.6% | +25.1% | +22.5% |
| 3Y | +78.4% | +43.2% | +35.2% | +38.7% |
| 5Y | +105.5% | +35.8% | +69.6% | +60.1% |
| 10Y | +444.2% | +259.3% | +185.0% | +143.0% |
| All | +3,306.4% | +491.7% | +2,814.7% | +907.5% |
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