+33.5%
XHB vs ESI
+44.9%
-11.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -1.9% |
| 7D | -4.1% | +1.8% | -5.9% | -5.1% |
| 30D | +9.6% | -6.6% | +16.2% | +12.0% |
| 3M | -6.0% | -9.4% | +3.4% | -3.2% |
| 6M | +2.2% | -24.1% | +26.3% | +13.0% |
| YTD | +1.1% | +37.1% | -36.0% | -21.1% |
| 1Y | -1.7% | +24.5% | -26.3% | -19.2% |
| 3Y | +36.5% | +83.2% | -46.7% | -15.5% |
| 5Y | +33.5% | +44.0% | -10.5% | -5.3% |
| All | +33.5% | +44.9% | -11.4% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling