+178.7%
XHB vs EL
+635.0%
-456.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -0.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.7% |
| 30D | -6.9% | +19.8% | -26.7% | -14.8% |
| 3M | -1.3% | +25.7% | -27.0% | -11.9% |
| 6M | -6.8% | +5.4% | -12.2% | -11.4% |
| YTD | +0.7% | +0.2% | +0.5% | -3.7% |
| 1Y | -11.2% | +20.4% | -31.7% | -23.2% |
| 3Y | +25.3% | -32.1% | +57.5% | +28.9% |
| 5Y | +37.3% | -67.2% | +104.5% | +102.8% |
| 10Y | +211.5% | +31.7% | +179.8% | +92.0% |
| All | +178.7% | +635.0% | -456.3% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling