+34.5%
XHB vs ESI
+74.4%
-39.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -1.9% | +3.9% | -5.8% | -3.7% |
| 30D | -8.3% | -3.8% | -4.5% | -6.9% |
| 3M | -7.1% | -13.1% | +6.0% | -2.4% |
| 6M | -5.3% | +11.3% | -16.6% | -13.9% |
| YTD | -3.2% | +44.1% | -47.3% | -24.6% |
| 1Y | -13.9% | +40.3% | -54.2% | -32.4% |
| 3Y | +24.9% | +84.1% | -59.1% | -19.7% |
| 5Y | +34.5% | +75.8% | -41.3% | -13.0% |
| All | +34.5% | +74.4% | -39.9% | -13.0% |
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