+208.9%
XHB vs EL
+26.1%
+182.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.6% | -6.5% | +1.9% | -2.4% |
| 30D | -9.1% | +11.1% | -20.3% | -12.9% |
| 3M | -8.6% | +10.7% | -19.3% | -12.4% |
| 6M | -4.0% | +6.9% | -10.9% | -8.0% |
| YTD | -3.9% | -6.3% | +2.3% | -4.7% |
| 1Y | -16.5% | +13.5% | -29.9% | -23.5% |
| 3Y | +22.6% | -33.1% | +55.6% | +28.2% |
| 5Y | +33.9% | -68.8% | +102.7% | +97.8% |
| All | +208.9% | +26.1% | +182.7% | +161.7% |
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