+233.4%
XHB vs ESI
+318.1%
-84.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.1% |
| 7D | -0.2% | +5.5% | -5.7% | -2.6% |
| 30D | +9.9% | -7.8% | +17.7% | +12.8% |
| 3M | -6.3% | -15.0% | +8.7% | -0.8% |
| 6M | +3.8% | -24.9% | +28.7% | +14.6% |
| YTD | +0.1% | +33.2% | -33.1% | -17.7% |
| 1Y | -0.8% | +24.9% | -25.7% | -16.1% |
| 3Y | +35.6% | +77.8% | -42.1% | -5.9% |
| 5Y | +29.6% | +37.1% | -7.6% | -0.1% |
| All | +233.4% | +318.1% | -84.7% | +45.9% |
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