+233.4%
XHB vs EL
+62.2%
+171.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.2% | +1.5% | -1.8% | -0.7% |
| 30D | +9.9% | +10.0% | -0.1% | +6.3% |
| 3M | -6.3% | +28.4% | -34.7% | -14.8% |
| 6M | +3.8% | +37.1% | -33.2% | -8.3% |
| YTD | +0.1% | +7.8% | -7.7% | -5.7% |
| 1Y | -0.8% | +26.0% | -26.9% | -12.1% |
| 3Y | +35.6% | +3.8% | +31.8% | +19.2% |
| 5Y | +29.6% | -65.2% | +94.7% | +85.8% |
| All | +233.4% | +62.2% | +171.2% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling