+172.0%
XHB vs EFV
+207.0%
-35.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.8% |
| 7D | +0.2% | +1.0% | -0.8% | -0.7% |
| 30D | -9.1% | +0.2% | -9.2% | -9.2% |
| 3M | -2.3% | +9.6% | -11.9% | -10.4% |
| 6M | -4.1% | +14.0% | -18.2% | -15.1% |
| YTD | -1.7% | +18.5% | -20.2% | -16.2% |
| 1Y | -15.1% | +27.9% | -43.0% | -32.6% |
| 3Y | +26.8% | +92.4% | -65.6% | -31.3% |
| 5Y | +37.3% | +97.2% | -59.8% | -27.1% |
| 10Y | +205.7% | +163.0% | +42.7% | +25.2% |
| All | +172.0% | +207.0% | -35.0% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling