+33.5%
XHB vs FDS
-21.2%
+54.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.8% |
| 7D | -4.1% | -2.1% | -2.0% | -3.6% |
| 30D | +9.6% | +16.0% | -6.4% | +5.3% |
| 3M | -6.0% | +18.8% | -24.8% | -10.7% |
| 6M | +2.2% | +54.1% | -51.9% | -11.6% |
| YTD | +1.1% | +17.0% | -15.9% | -3.2% |
| 1Y | -1.7% | +25.5% | -27.3% | -9.6% |
| 3Y | +36.5% | -23.3% | +59.8% | +58.5% |
| 5Y | +33.5% | -22.6% | +56.1% | +50.3% |
| All | +33.5% | -21.2% | +54.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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