+31.8%
XHB vs EFV
+94.1%
-62.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.0% |
| 7D | -5.2% | -2.0% | -3.2% | -3.2% |
| 30D | -12.1% | -0.2% | -12.0% | -11.9% |
| 3M | -6.2% | +9.1% | -15.3% | -14.4% |
| 6M | -6.7% | +11.7% | -18.4% | -16.7% |
| YTD | -5.5% | +17.0% | -22.5% | -19.8% |
| 1Y | -15.6% | +26.7% | -42.4% | -34.0% |
| 3Y | +22.0% | +90.2% | -68.2% | -37.5% |
| 5Y | +31.8% | +96.1% | -64.3% | -36.1% |
| All | +31.8% | +94.1% | -62.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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