-3.3%
XHB vs ESI
+21.7%
-24.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | -2.4% | +8.3% | -10.8% | -4.2% |
| 30D | +7.1% | -10.4% | +17.5% | +9.4% |
| 3M | -6.0% | -13.2% | +7.2% | -3.3% |
| 6M | +2.1% | -23.9% | +25.9% | +7.7% |
| YTD | -0.6% | +34.2% | -34.8% | -16.0% |
| 1Y | -3.3% | +22.2% | -25.5% | -14.8% |
| All | -3.3% | +21.7% | -24.9% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling