-11.2%
XHB vs EL
+14.8%
-26.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | -6.9% | +19.8% | -26.7% | -10.3% |
| 3M | -1.3% | +25.7% | -27.0% | -5.7% |
| 6M | -6.8% | +5.4% | -12.2% | -9.2% |
| YTD | +0.7% | +0.2% | +0.5% | -2.5% |
| 1Y | -11.2% | +20.4% | -31.7% | -16.9% |
| All | -11.2% | +14.8% | -26.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling