+208.9%
XHB vs ESI
+312.8%
-103.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -4.6% | -4.6% | 0.0% | -2.6% |
| 30D | -9.1% | -10.5% | +1.4% | -4.7% |
| 3M | -8.6% | -19.8% | +11.3% | -0.5% |
| 6M | -4.0% | +5.8% | -9.8% | -9.4% |
| YTD | -3.9% | +38.3% | -42.2% | -20.8% |
| 1Y | -16.5% | +31.5% | -48.0% | -29.9% |
| 3Y | +22.6% | +80.7% | -58.1% | -13.4% |
| 5Y | +33.9% | +69.4% | -35.5% | -3.9% |
| All | +208.9% | +312.8% | -103.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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